Competing on Speed
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yacine Aït-Sahalia & Mehmet Saglam, 2013. "High Frequency Traders: Taking Advantage of Speed," NBER Working Papers 19531, National Bureau of Economic Research, Inc.
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More about this item
Keywordsexchanges; high frequency; speed; trading;
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-28 (All new papers)
- NEP-MST-2012-03-28 (Market Microstructure)
- NEP-REG-2012-03-28 (Regulation)
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