Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs-Reference-Cited by-同舟云学术

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Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Shkilko Andriy,Sokolov Konstantin

Publisher

Elsevier BV

Reference31 articles.

1. Asset pricing with liquidity risk;Viral Acharya;Journal of Financial Economics,2005

2. Illiquidity and stock returns: cross-section and time-series effects;Yakov Amihud;Journal of Financial Markets,2002

3. Asset pricing and the bid-ask spread;Yakov Amihud;Journal of Financial Economics,1986

4. Risk and return in high-frequency trading;Matthew Baron;Journal of Financial and Quantitative Analysis,2018

Cited by 17 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. Machine Learning and Speed in High-Frequency Trading;SSRN Electronic Journal;2021

2. High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies;Review of Economics;2020-12-01

3. Need for Speed? International Transmission Latency, Liquidity and Volatility;SSRN Electronic Journal;2019

4. Do Speed Bumps Curb Speed Investment? Evidence from a Pilot Experiment;SSRN Electronic Journal;2019

5. Order Flow Toxicity under the Microscope;SSRN Electronic Journal;2019

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