Tivnan, Brian F.; Slater, David; Thompson, James R.; … - In: Journal of Risk and Financial Management 11 (2018) 4, pp. 1-17
Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor-the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Securities Information Processor (SIP), we focus here on...
