Download This PaperSupplement to 'Competing on Speed': Online Appendices
20 Pages Posted: 30 Apr 2012 Last revised: 12 Oct 2017
Date Written: October 1, 2017
Abstract
This supplement comprises an appendix on the security exchange industry, proofs of propositions and lemmas in the main paper and model extensions.
The paper "Competing on Speed" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=1967156
Keywords: liquidity, fragmentation, welfare, regulation, asset prices, trading venues, trading speed, high-frequency-trading, exchanges
JEL Classification: G12, G15, G18, D40, D43, D61
Suggested Citation: Suggested Citation
Pagnotta, Emiliano and Philippon, Thomas, Supplement to 'Competing on Speed': Online Appendices (October 1, 2017). Available at SSRN: https://ssrn.com/abstract=2047536 or http://dx.doi.org/10.2139/ssrn.2047536
Thomas Philippon
New York University (NYU) - Department of Finance ( email )
Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States
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