Refusing the best price?

Author:

Li Sida,Ye Mao,Zheng Miles

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.

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1. Price ceilings, market structure, and payout policies;Journal of Financial Economics;2024-05

2. Technological disparity and its impact on market quality;Journal of Empirical Finance;2024-01

3. Technological Disparity and Its Impact on Market Quality;SSRN Electronic Journal;2023

4. Anticompetitive Price Referencing;SSRN Electronic Journal;2023

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