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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
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