Flash Boys: Cracking the Money Code-Reference-Cited by-同舟云学术

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Flash Boys: Cracking the Money Code

Published:2015-01-28 Issue:2 Volume:15 Page:205-206
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Protter Philip¹

Affiliation:

1. Columbia University, New York, USA.

Funder

Division of Mathematical Sciences

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1007472

Reference7 articles.

1. Alden, W., Barclays faces New York lawsuit over dark pool and high-frequency trading. The New York Times, 25 June, 2014.

2. Arnuk, S. and Saluzzi, J., Latency arbitrage: The real power behind predatory high frequency trading. A themis trading LLC mini white paper, 4 December, 2009.

3. Kchia, Y. and Protter, P., On progressive filtration expansions with a process; Applications to insider trading, arXiv:1403.6323, forthcoming.

4. Levine, M., Why do high frequency traders never lose money? Bloomberg News, 20 March, 2014.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the existence of sure profits via flash strategies;Journal of Applied Probability;2019-06

2. Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps;SSRN Electronic Journal;2017

3. PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING;International Journal of Theoretical and Applied Finance;2015-06

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