Sharks in the dark: Quantifying HFT dark pool latency arbitrage
Article in Journal of Economic Dynamics and Control (January 2024)
The most recent citing publications are shown below. View all 5 publications that cite this research output on Dimensions.
Article in Journal of Economic Dynamics and Control (January 2024)
Preprint in SSRN Electronic Journal (January 2022)
Article in Consumption Markets & Culture (March 2019)