How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
Author:
Affiliation:
1. Wells Fargo Securities
2. University of California
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fire.12037/fullpdf
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4. Levelling the trading field;Easley;Journal of Financial Markets,2014
5. Foucault , T. J. Hombert I. Rosu 2013 News trading and speed Working paper
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