//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ruf, Thomas"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stale quotes"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage
2
Electronic trading
2
Elektronisches Handelssystem
2
OTC market
2
OTC-Handel
2
Theorie
2
Theory
2
Dark pools
1
High-frequency trading
1
Latency arbitrage
1
Reference prices
1
Stale quotes
1
dark pools
1
high-frequency trading
1
latency arbitrage
1
reference prices
1
stale quotes
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Ruf, Thomas
Aquilina, Matteo
2
Foley, Sean
2
O'Neill, Peter
2
Cartea, Álvaro
1
Jaimungal, Sebastian
1
Walton, Jamie
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Working papers / Bank for International Settlements
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sharks in the dark : quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532187
Saved in:
2
Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014322495
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->