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References listed on IDEAS
- repec:oup:rfinst:v:30:y:2017:i:4:p:1188-1228. is not listed on IDEAS
- Albert J. Menkveld & Marius A. Zoican, 2017.
"Need for Speed? Exchange Latency and Liquidity,"
Review of Financial Studies,
Society for Financial Studies, vol. 30(4), pages 1188-1228.
- Albert J. Menkveld & Marius A. Zoican, 2014. "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers 14-097/IV, Tinbergen Institute.
- Albert Menkveld & Marius Andrei Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Post-Print hal-01501352, HAL.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Breckenfelder, Johannes, 2013. "Competition between high-frequency traders, and market quality," MPRA Paper 66715, University Library of Munich, Germany, revised Dec 2013.
More about this item
Keywordsmarket design; high-frequency trading; continuous double auction; IEX; lab experiments;
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-02-12 (All new papers)
- NEP-DES-2018-02-12 (Economic Design)
- NEP-EXP-2018-02-12 (Experimental Economics)
- NEP-MST-2018-02-12 (Market Microstructure)
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