Search Results - subject:"latency arbitrage"

Securing passive liquidity : the impact of Europe's first asymmetric speed bump on market liquidity

Le Moign, Caroline - In: Journal of international financial markets, … 101 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015412354

Sharks in the dark : quantifying HFT dark pool latency arbitrage

Aquilina, Matteo; Foley, Sean; O'Neill, Peter; Ruf, Thomas - In: Journal of economic dynamics & control 158 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014532187

Latency arbitrage and the synchronized placement of orders

Kuhle, Wolfgang - In: Financial innovation : FIN 9 (2023) 1, pp. 1-18

, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to …-frequency traders, even if they operate at the speed of light, can no-longer engage in latency arbitrage. …

Persistent link: https://www.econbiz.de/10014363975

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

Frequent batch auctions and informed trading

Eibelshäuser, Steffen; Smetak, Fabian - 2022

other HFTs that engage in latency arbitrage upon public information. The impact of the two different sources of risk depends …

Persistent link: https://www.econbiz.de/10013171334

Quantifying the high-frequency trading "arms race"

Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - In: The quarterly journal of economics 137 (2022) 1, pp. 493-564

Persistent link: https://www.econbiz.de/10012799269

Frequent batch auctions and informed trading

Eibelshäuser, Steffen; Smetak, Fabian - 2022

other HFTs that engage in latency arbitrage upon public information. The impact of the two different sources of risk depends …

Persistent link: https://www.econbiz.de/10013165302

High-frequency trading in the stock market and the costs of options market making

Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, … - In: Journal of financial economics 159 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015072597

Quantifying the high-frequency trading "arms race"

Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - 2021

Persistent link: https://www.econbiz.de/10012620780

International high-frequency arbitrage for cross-listed stocks

Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - 2021

Persistent link: https://www.econbiz.de/10012591155

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