Need for Speed? Exchange Latency and Liquidity
Author:
Affiliation:
1. VU University Amsterdam and Tinbergen Institute Amsterdam
2. Université Paris-Dauphine
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/30/4/1188/24434071/hhx006.pdf
Reference47 articles.
1. High frequency traders: Taking advantage of speed;Aït-Sahalia,,2014
2. When finance meets physics: The impact of the speed of light on financial markets and their regulation;Angel,;Financial Review,2014
3. Equity trading in the 21st century: An update;Angel,;Quarterly Journal of Finance,2015
4. High-frequency trade and market performance;Baldauf,,2014
5. Risk and return in high frequency trading;Baron,,2015
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