Information Transmission between Financial Markets in Chicago and New York
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- Vasilios Mavroudis, 2019. "Market Manipulation as a Security Problem," Papers 1903.12458, arXiv.org.
- Zura Kakushadze, 2016. "Volatility Smile as Relativistic Effect," Papers 1610.02456, arXiv.org, revised Feb 2017.
- Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016. "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 105-128.
- repec:eee:empfin:v:48:y:2018:i:c:p:81-98 is not listed on IDEAS
- Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.
- repec:eee:pacfin:v:53:y:2019:i:c:p:186-207 is not listed on IDEAS
- Delaney, L., 2015. "An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology," Working Papers 15/04, Department of Economics, City University London.
- Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
- repec:eee:finmar:v:37:y:2018:i:c:p:1-16 is not listed on IDEAS
- Cesar Martinelli & Jianxin Wang & Weiwei Zheng, 2019. "Competition with Indivisibilities and Few Traders," Working Papers 1073, George Mason University, Interdisciplinary Center for Economic Science.
- repec:bla:irvfin:v:18:y:2018:i:4:p:727-741 is not listed on IDEAS
- Henryk Gurgul & Robert Syrek, 2016. "The logarithmic ACD model: The microstructure of the German and Polish stock markets," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 77-92.
- Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk‐Hoppé, 2018.
"Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading,"
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- Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé, 2017. "Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," Swiss Finance Institute Research Paper Series 17-10, Swiss Finance Institute, revised Sep 2017.
- Kakushadze, Zura, 2017. "Volatility smile as relativistic effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 475(C), pages 59-76.
- Xu, Feng & Wan, Difang, 2015. "The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China," Finance Research Letters, Elsevier, vol. 15(C), pages 221-231.
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