Search Results - subject:"Low-latency"

What (if anything) is wrong with high-frequency trading?

Mildenberger, Carl D. - In: Journal of business ethics : JBE 186 (2023) 2, pp. 369-383

practice. In concrete terms, it examines a variant of high-frequency trading that is all about speed - low-latency trading - in … light of moral issues surrounding arbitrage, information asymmetries, and systemic risk. The essay focuses on low-latency … is morally neutral is wrong. For instance, speed is a necessary condition for low-latency trading's potential to cause …

Persistent link: https://www.econbiz.de/10014321612

Smart city platform adoption for C-V2X services

Basaure, Arturo; Benseny, Jaume - 2020

Successful adoption of urban cellular vehicle-to-everything (C-V2X) services by consumers requires high-density network coverage and a diverse and vibrant community of service providers. This work analyses the economic and technological requirements for a successful smart city platform adoption...

Persistent link: https://www.econbiz.de/10012291460

Smart city platform adoption for C-V2X services

Basaure, Arturo; Benseny, Jaume - 2020

Persistent link: https://www.econbiz.de/10012484191

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835

Does low latency trading improve market efficiency? : a discussion

Erhard, Ryan; Sloan, Richard G. - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-9

Persistent link: https://www.econbiz.de/10012494837

Speed and trading behavior in an order-driven market

Park, Seongkyu Gilbert; Ryu, Doojin - In: Pacific-Basin finance journal 53 (2019), pp. 145-164

Persistent link: https://www.econbiz.de/10012133316

Risk and Return in High-Frequency Trading

Baron, Matthew - 2018

We study performance and competition among high-frequency traders (HFTs). We construct measures of latency and find that differences in relative latency account for large differences in HFTs' trading performance. HFTs that improve their latency rank due to colocation upgrades see improved...

Persistent link: https://www.econbiz.de/10012937984

Ultra-fast activity and intraday market quality

Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181

Persistent link: https://www.econbiz.de/10012162376

Foreign exchange markets with Last Look

Cartea, Álvaro; Jaimungal, Sebastian; Walton, Jamie - In: Mathematics and financial economics 13 (2019) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10012055750

Risk and return in high-frequency trading

Baron, Matthew; Brogaard, Jonathan; Hagströmer, Björn; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 993-1024

Persistent link: https://www.econbiz.de/10012139381