Latency arbitrage, market fragmentation, and efficiency-Reference-Cited by-同舟云学术

Latency arbitrage, market fragmentation, and efficiency

Published:2013-06-16 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the fourteenth ACM conference on Electronic commerce
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Author:

Wah Elaine¹,Wellman Michael P.¹

Affiliation:

1. University of Michigan, Ann Arbor, MI, USA

Publisher

ACM

Reference46 articles.

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3. Amihud Y. Mendelson H. and Lauterbach B. 1997. Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange. Journal of Financial Economics 45 3 365--390.

4. Angel J. J. Harris L. E. and Spatt C. S. 2011. Equity trading in the 21st century. Quarterly Journal of Finance 1 1 1--53.

5. Arnuk S. L. and Saluzzi J. C. 2012. Broken Markets: How High Frequency Trading and Predatory Practices on Wall Street are Destroying Investor Confidence and Your Portfolio. FT Press.

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