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High-frequency trading : implications for markets, regulators, and efficiency
Muthuswamy, Jayaram; Palmer, John; Richie, Nivine; … - In: The journal of trading 6 (2011) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10008900892
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The impact of co-location of securities exchanges' and traders' computer servers on market liquidity
Frino, Alex; Mollica, Vito; Webb, Robert I. - In: The journal of futures markets 34 (2014) 1, pp. 20-33
Persistent link: https://www.econbiz.de/10010254959
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Special issue on trading
Webb, Robert I. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001582284
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The price impact of futures trades and their intraday seasonality
Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98
Persistent link: https://www.econbiz.de/10011670875
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The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex; Mollica, Vito; Webb, Robert I.; Zhang, Shunquan - In: Pacific-Basin finance journal 45 (2017), pp. 91-102
Persistent link: https://www.econbiz.de/10011800821