A note on the relationship between high-frequency trading and latency arbitrage

Manahov, Viktor (2016) A note on the relationship between high-frequency trading and latency arbitrage. International Review of Financial Analysis. pp. 281-296. ISSN 1057-5219

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Authors/Creators:
  • Manahov, Viktor (viktor.manahov@york.ac.uk)
Copyright, Publisher and Additional Information: © 2016 Published by Elsevier Inc.This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Keywords: Agent-based modelling,Algorithmic trading,Genetic programming,High frequency trading,Market efficiency,Market regulation,Finance,Economics and Econometrics
Dates:
  • Published: October 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 19 Jun 2017 16:15
Last Modified: 19 Dec 2021 00:14
Published Version: https://doi.org/10.1016/j.irfa.2016.06.014
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.irfa.2016.06.014
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