Sharks in the dark : quantifying HFT dark pool latency arbitrage
Matteo Aquilina, Sean Foley, Peter O'Neill, Thomas Ruf
| Year of publication: |
2024
|
|---|---|
| Authors: | Aquilina, Matteo ; Foley, Sean ; O'Neill, Peter ; Ruf, Thomas |
| Subject: | High-frequency trading | Dark pools | Latency arbitrage | Stale quotes | Reference prices | Elektronisches Handelssystem | Electronic trading | Arbitrage | Börsenkurs | Share price | Wertpapierhandel | Securities trading | OTC-Handel | OTC market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532187