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The Cost of Latency · Study

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PreprintThe Cost of Latency

Ciamac C. Moallemi2011

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Preprintgreen2011

The Cost of Latency

Ciamac C. Moallemi · Mehmet Sağlam

28 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

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References

1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1983Information Effects on the Bid-Ask Spread 2011Does Algorithmic Trading Improve Liquidity?2001Optimal execution of portfolio transactions 1988Liquidity and Market Structure 1998Optimal control of execution costs 1994Is the Electronic Open Limit Order Book Inevitable?1985Option Pricing and Replication with Transactions Costs

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2015Reducing Transaction Costs with Low-Latency Trading Algorithms

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Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1571935

openalex_workW1538537866

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