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Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls · Study

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ArticleWhy Trading Speed Matters: A Tale of Queue Rationing under Price Controls

Chen Yao2017

OA

Articlegreen2017

Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls

148 citations·0/0 files stored·Review of Financial Studies

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

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References

2008In Search of Distress Risk 2011Does Algorithmic Trading Improve Liquidity?1996Liquidity, Information, and Infrequently Traded Stocks 2014High-Frequency Trading and Price Discovery 1982Economics of Shortage.2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response 2011Low-Latency Trading 2012High Frequency Trading and the New-Market Makers

Cited by

2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment 2020The Effect of Tick Size on Managerial Learning from Stock Prices 2018Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures 2020Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?2021Bias in the effective bid-ask spread 2022Diving into dark pools 2021

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017The Competitive Landscape of High-Frequency Trading Firmsarticle · 13 shared references 2021High‐frequency trading: Definition, implications, and controversiesarticle · 13 shared references 2013High Frequency Trading with Speed Hierarchiespreprint · 12 shared references 2021Quantifying the High-Frequency Trading "Arms Race"article · 11 shared references 2019Fast and slow informed tradingarticle · 11 shared references 2014The Empirical Analysis of Liquidityarticle · 11 shared references

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Year2017

Typearticle

Published2017-01-01

VenueReview of Financial Studies

ISSN-L0893-9454

Languageen

Citations148

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1093/rfs/hhy002

openalex_workW3124359574

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Who provides liquidity, and when?

2018Relative Tick Size and the Trading Environment