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ECONIS (ZBW)
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Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014322495
Saved in:
2
The foreign exchange market
Chaboud, Alain
;
Rime, Dagfinn
;
Sushko, Vladyslav
-
2023
Persistent link: https://www.econbiz.de/10014249723
Saved in:
3
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo
;
Budish, Eric B.
;
O'Neill, Peter
-
2021
Persistent link: https://www.econbiz.de/10012620780
Saved in:
4
Central counterparty exposure in stressed markets
Huang, Wenqian
;
Menkveld, Albert J.
;
Yu, Shihao
-
2019
Persistent link: https://www.econbiz.de/10012168941
Saved in:
5
Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo
;
Kearns, Jonathan
;
Schrimpf, Andreas
-
2017
-
This version: 7th April 2017
Persistent link: https://www.econbiz.de/10011752680
Saved in:
6
Who supplies liquidity, how and when?
Biais, Bruno
;
Declerck, Fany
;
Moinas, Sophie
-
2016
Persistent link: https://www.econbiz.de/10011533627
Saved in:
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