The impact of latency sensitive trading on high frequency arbitrage opportunities

Alex Frino, Vito Mollica, Robert I. Webb, Shunquan Zhang

Year of publication:	October 2017
Authors:	Frino, Alex ; Mollica, Vito ; Webb, Robert I. ; Zhang, Shunquan
Published in:	Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 45.2017, p. 91-102
Subject:	High frequency trading \| Statistical arbitrage \| Co-location \| ETF \| Futures \| Arbitrage \| Elektronisches Handelssystem \| Electronic trading \| Wertpapierhandel \| Securities trading \| Indexderivat \| Index derivative \| Börsenkurs \| Share price \| Volatilität \| Volatility \| Arbitrage Pricing \| Arbitrage pricing

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