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Information Transmission between Financial Markets in Chicago and New York · Study

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PreprintInformation Transmission between Financial Markets in Chicago and New York

Gregory Laughlin2012

OA

Preprintgreen2012

Information Transmission between Financial Markets in Chicago and New York

Gregory Laughlin · Anthony N. Aguirre · Joseph A. Grundfest

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

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Financial Markets and Investment Strategies ICT Impact and Policies Stochastic processes and financial applications

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References

2011Does Algorithmic Trading Improve Liquidity?2011Low-Latency Trading 2003Intraday Price Formation in U.S. Equity Index Markets 2011High Frequency Trading and Market Quality 1947The United States Securities and Exchange Commission: 1942–1946

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2016The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets 2014Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed‐Income Markets

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2227519

openalex_workW2158338941

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