Too fast or too slow? Determining the optimal speed of financial markets-Reference-Cited by-同舟云学术

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Too fast or too slow? Determining the optimal speed of financial markets

Published:2017-12-05 Issue:4 Volume:18 Page:519-532
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Fricke Daniel¹²³,Gerig Austin⁴

Affiliation:

1. University College London, 66-72 Gower St, London, WC1E 6EUK.

2. London School of Economics and Political Science, Systemic Risk Centre, London, UK.

3. Saïd Business School, Oxford, UK.

4. US Securities and Exchange Commission, 100 F Street NE, Washington, DC, 20549USA.

Funder

European Commission

Seventh Framework Programme

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2017.1391405

Reference31 articles.

1. Asset prices, traders’ behavior and market design

2. Asset Returns and the Listing Choice of Firms

3. Optimal control of execution costs

4. Equilibrium fast trading

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