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

Abstract

Metadata

Item Type: Article
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
Dates:
  • Published: October 2016
  • Published (online): 5 July 2016
  • Accepted: 29 June 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: 05 Jan 2025 00:15
Published Version: https://doi.org/10.1016/j.irfa.2016.06.014
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.irfa.2016.06.014
Related URLs:
Open Archives Initiative ID (OAI ID):

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