The good, the bad, and latency : exploratory trading on Bybit and Binance
Jakob Albers, Mihai Cucuringu, Sam Howison and Alexander Y. Shestopaloff
| Year of publication: |
2025
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|---|---|
| Authors: | Albers, Jakob ; Cucuringu, Mihai ; Howison, Sam ; Shestopaloff, Alexander Y. |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 6, p. 919-947
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| Subject: | Adverse selection | High-frequency trading | Latency | Limit order book | Order failure | Slippage | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Adverse Selektion | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2515933 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534166