Connectivity costs and price efficiency: An event study-Reference-Cited by-同舟云学术

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Connectivity costs and price efficiency: An event study

Published:2021-11-11 Issue:2 Volume:42 Page:296-309
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Frino Alex¹,Kovacevic Ognjen²^ORCID,Mollica Vito²^ORCID,Webb Robert I.³

Affiliation:

1. Faculty of Business and Law, School of Accounting, Economics and Finance University of Wollongong Wollongong New South Wales Australia

2. Department of Applied Sciences, Macquarie Business School Macquarie University Sydney New South Wales Australia

3. McIntire School of Commerce University of Virginia Charlottesville Virginia USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22281

Reference39 articles.

1. Aït‐Sahalia Y. &Saglam M.(2013).High frequency traders: Taking advantage of speed.https://ssrn.com/abstract=2342011

2. Aquilina M. Budish E. &O'Neill P.(2020).Quantifying the high‐frequency trading “Arms Race”: A simple new methodology and estimates.https://www.fca.org.uk/publication/occasional-papers/occasional-paper-50.pdf

3. Equilibrium fast trading

4. Boehmer E. Fong K. &Wu J.(2018).Algorithmic trading and market quality: International evidence.https://ssrn.com/abstract=2022034

5. High-Frequency Trading Competition

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