Showing 1 - 10 of 485
Persistent link: https://www.econbiz.de/10000981996
Persistent link: https://www.econbiz.de/10011539175
Persistent link: https://www.econbiz.de/10011543535
We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...
Persistent link: https://www.econbiz.de/10011412266
Persistent link: https://www.econbiz.de/10011416228
Persistent link: https://www.econbiz.de/10011484017
Persistent link: https://www.econbiz.de/10011502715
Persistent link: https://www.econbiz.de/10011508536
Persistent link: https://www.econbiz.de/10011508632
Persistent link: https://www.econbiz.de/10011508685