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