Competition for Order Flow with Fast and Slow Traders
Author:
Affiliation:
1. VU University Amsterdam
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/28/7/2094/24450934/hhv023.pdf
Reference26 articles.
1. Strategic liquidity provision in limit order markets;Back;Econometrica,2013
2. Multimarket trading and liquidity: Theory and evidence;Baruch;Journal of Finance,2007
3. Splitting orders;Bernhardt;Review of Financial Studies,1997
4. Imperfect competition in financial markets: An empirical study of island and nasdaq;Biais;Management Science,2010
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