Private Information And Trading Speed
The following paper analyzes the strategic competition between privately informed fast and slow traders where a Fast Trader (FT) benefits from lower latency compared to a slower trader (ST). As a consequence, a Fast Trader (FT) can trade more, on a given piece of information, than a slow trader (ST)...
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| 主要な著者: | , , |
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| フォーマット: | Article ou chapitre numérique |
| 言語: | Français |
| 出版事項: |
2025
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| 主題: | |
| オンライン･アクセス: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |