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Quantifying the high-frequency trading "arms race"
Aquilina, Matteo
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Budish, Eric B.
;
O'Neill, Peter
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2021
Persistent link: https://www.econbiz.de/10012620780
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Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
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2023
Persistent link: https://www.econbiz.de/10014322495
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