Narrow search
Showing 1 - 10 of 296,594
Cover Image
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
Cover Image
Latency arbitrage and the synchronized placement of orders
Kuhle, Wolfgang - In: Financial innovation : FIN 9 (2023) 1, pp. 1-18
, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to …-frequency traders, even if they operate at the speed of light, can no-longer engage in latency arbitrage. …
Persistent link: https://www.econbiz.de/10014363975
Cover Image
Liquid speed : a micro-burst fee for low-latency exchanges
Brolley, Michael; Zoican, Marius - In: Journal of financial markets 64 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014466067
Cover Image
Trading models and liquidity provision in OTC derivatives markets
Smyth, Nick; Wetherilt, Anne Vila - In: Quarterly bulletin / Bank of England 51 (2011) 4, pp. 331-340
Persistent link: https://www.econbiz.de/10009507391
Cover Image
When do central counterparties enhance market stability?
Marshall, David Aaron; Ruffini, Ivana; Anene, Dominic - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 131-162
Persistent link: https://www.econbiz.de/10011912396
Cover Image
Reducing margin procyclicality at central counterparties
Raykov, Radoslav - In: The journal of financial market infrastructures 7 (2018) 2, pp. 43-59
Persistent link: https://www.econbiz.de/10011996752
Cover Image
The value of millisecond expiry options in spot foreign exchange markets
Stevenson, John - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 85-89
Persistent link: https://www.econbiz.de/10011673807
Cover Image
Market fragmentation of securities market : traditional exchanges versus alternate trading venues
Kohli, Rasmeet - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 303-314
Persistent link: https://www.econbiz.de/10010436252
Cover Image
Why do traders choose dark markets?
Garvey, Ryan; Huang, Tao; Wu, Fei - In: Journal of banking & finance 68 (2016), pp. 12-28
Persistent link: https://www.econbiz.de/10011634726
Cover Image
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra; Macrina, Andrea - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-33
Persistent link: https://www.econbiz.de/10011686741