When does slower order execution occur? Evidence from U.S. equity investors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-021-00242-0.pdf
Reference22 articles.
1. Angel, J.J., L.E. Harris, and C.E. Spatt. 2015. Equity trading in the 21st century: An update. Quarterly Journal of Finance 5: 1–39.
2. Barclay, M.J., T. Hendershott, and D.T. McCormick. 2003. Competition among trading venues: Information and trading on electronic communication networks. Journal of Finance 58: 2637–2665.
3. Biais, B., T. Foucault, and S. Moinas. 2015. Equilibrium fast trading. Journal of Financial Economics 116: 292–313.
4. Bogousslavsky, V., P. Collin-Dufresne, and M. Saglam. 2021. Slow-moving capital and execution costs: Evidence from a major trading glitch. Journal of Financial Economics 139: 922–949.
5. Boh, W.F., S.A. Slaughter, and J.A. Espinosa. 2007. Learning from experience in software development: A multilevel analysis. Management Science 53: 1315–1331.
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