Price discovery and the accuracy of consolidated data feeds in the U.S. equity markets
Year of publication: |
2018
|
---|---|
Authors: | Tivnan, Brian F. ; Slater, David ; Thompson, James R. ; Bergen-Hill, Tobin A. ; Burke, Carl D. ; Brady, Shaun M. ; Koehler, Matthew T. K. ; McMahon, Matthew T. ; Tivnan, Brendan F. ; Veneman, Jason G. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 4, p. 1-17
|
Publisher: |
Basel : MDPI |
Subject: | market microstructure | price discovery | latency |
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