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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Shranjeno v:
Bibliografske podrobnosti
Auteurs principaux: Boco, Hervé, Germain, Laurent, Rousseau, Fabrice
Format: Article ou chapitre numérique
Jezik:Français
Izdano: 2025
Teme:
Online dostop:Accès Université d'Orléans et IFPM
Accès Université d'Orléans et IFPM

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