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14-097/IV - Need for Speed? Exchange Latency and Liquidity


  • Authors
    Albert J. Menkveld, VU University Amsterdam; Marius A. Zoican, VU University Amsterdam
  • Publication date
    July 28, 2014
  • Keywords
    market microstructure, trading speed, information asymmetry, high-frequency trading
  • JEL
    G11, G12, G14