Quantifying the High-Frequency Trading “Arms Race”

DOI10.1093/QJE/QJAB032zbMath1482.91198OpenAlexW4212946524MaRDI QIDQ5034454

Peter O'Neill, Eric B. Budish, Matteo Aquilina

Publication date: 18 February 2022

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qje/qjab032

Mathematics Subject Classification ID

Financial markets (91G15)

Related Items (3)

Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed ⋮ Machine learning and speed in high-frequency trading ⋮ Tail behavior of ACD models and consequences for likelihood-based estimation

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