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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
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Quantifying the high-frequency trading "arms race"
Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - 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 - 2023
Persistent link: https://www.econbiz.de/10014322495
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Banning dark pools : venue selection and investor trading costs
Neumeier, Christian; Gozluklu, Arie; Hoffmann, Peter; … - 2021
Persistent link: https://www.econbiz.de/10013168503
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Banning dark pools : venue selection and investor trading costs
Neumeier, Christian; Gozluklu, Arie; Hoffmann, Peter; … - In: Journal of financial markets 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014466314