A tale of two cities: Inter-market latency and fast-trader competition
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DOI: 10.2139/ssrn.3475442
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More about this item
Keywords
Latency; Market Fragmentation; Arbitrage; Liquidity; Price Efficiency; High-Frequency Trading;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2024-10-21 (European Economics)
- NEP-FDG-2024-10-21 (Financial Development and Growth)
- NEP-MST-2024-10-21 (Market Microstructure)
- NEP-NET-2024-10-21 (Network Economics)
- NEP-URE-2024-10-21 (Urban and Real Estate Economics)
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