• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Experimenting with Communication – A Hands-on Summer School
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times

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