The impact of latency sensitive trading on high frequency arbitrage opportunities-Reference-Cited by-同舟云学术

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The impact of latency sensitive trading on high frequency arbitrage opportunities

Published:2017-10 Issue: Volume:45 Page:91-102
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Frino Alex^ORCID,Mollica Vito,Webb Robert I.,Zhang Shunquan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. The trading profits of high frequency traders;Baron,2012

2. High Frequency Trading;Biais,2011

3. Clearing, counterparty risk, and aggregate risk;Biais;IMF Econ. Rev.,2012

4. International evidence on algorithmic trading;Boehmer,2014

5. Mispricing in stock index futures: a re-examination using the SPI;Brailsford;Aust. J. Manag.,1997

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2. TECHNOLOGY AND AUTOMATION IN FINANCIAL TRADING: A BIBLIOMETRIC REVIEW;2024

3. Connectivity costs and price efficiency: An event study;Journal of Futures Markets;2021-11-11

4. Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation;Journal of Futures Markets;2019-01-22

5. Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds;Pacific-Basin Finance Journal;2018-10

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