Refusing the best price?
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference40 articles.
1. Institutional order handling and broker-affiliated trading venues;Anand;Rev. Financ. Stud.,2021
2. Quantifying the high-frequency trading “arms race”: a simple new methodology and estimates;Aquilina;Q. J. Econ.,2021
3. High-frequency trading and market performance;Baldauf;J. Financ.,2020
4. Can brokers have it all? on the relation between make-take fees and limit order execution quality;Battalio;J. Financ.,2016
5. Beason, T., and Wahal, S., 2021, The anatomy of trading algorithms. Working paper.
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. Technological disparity and its impact on market quality;Journal of Empirical Finance;2024-01
2. Technological Disparity and Its Impact on Market Quality;SSRN Electronic Journal;2023
3. Anticompetitive Price Referencing;SSRN Electronic Journal;2023
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