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Pacific-Basin Finance Journal 2016 / 8

The impact of latency sensitive trading on high frequency arbitrage opportunities

Frino, Alex, Mollica, Vito, Webb, Robert I., Zhang, Shunquan
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Language:
english
Journal:
Pacific-Basin Finance Journal
DOI:
10.1016/j.pacfin.2016.08.004
Date:
August, 2016
File:
PDF, 547 KB
english, 2016
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