//--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
Arbitrage
3
Electronic trading
3
Elektronisches Handelssystem
3
High-frequency trading
2
Latency arbitrage
2
OTC market
2
OTC-Handel
2
Stale quotes
2
Theorie
2
Theory
2
Algorithmic trading
1
Anlageverhalten
1
Behavioural finance
1
Dark pools
1
Devisenmarkt
1
Estimation
1
Exchange rate
1
Foreign exchange
1
Foreign exchange market
1
Last Look
1
Low latency traders
1
Market microstructure
1
Marktmikrostruktur
1
Reference prices
1
Schätzung
1
Securities trading
1
Spamming
1
Spraying
1
Volatility
1
Volatilität
1
Wechselkurs
1
Wertpapierhandel
1
dark pools
1
high-frequency trading
1
latency arbitrage
1
reference prices
1
stale quotes
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Aquilina, Matteo
2
Foley, Sean
2
O'Neill, Peter
2
Ruf, Thomas
2
Cartea, Álvaro
1
Jaimungal, Sebastian
1
Walton, Jamie
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Mathematics and financial economics
1
Working papers / Bank for International Settlements
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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:
3
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->