Sharks in the dark : quantifying HFT dark pool latency arbitrage
Year of publication: |
2024
|
---|---|
Authors: | Aquilina, Matteo ; Foley, Sean ; O'Neill, Peter ; Ruf, Thomas |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 158.2024, Art.-No. 104786, p. 1-22
|
Subject: | High-frequency trading | Dark pools | Latency arbitrage | Stale quotes | Reference prices | Elektronisches Handelssystem | Electronic trading | Arbitrage | OTC-Handel | OTC market | Theorie | Theory |
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