Abstract

http://ssrn.com/abstract=2047536
 
 

Citations (10)



 


 



Competing on Speed - Online Appendix


Emiliano Pagnotta


New York University (NYU)- Stern School of Business Dept. of Finance

Thomas Philippon


New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER)

April 28, 2012


Abstract:     
This Appendix comprises proofs of propositions and lemmas in the main paper, and two model extensions: Trading fees and investor multi-market affiliation.

The paper "Competing on Speed" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=1967156

Number of Pages in PDF File: 25

Keywords: liquidity, fragmentation, welfare, regulation, asset prices, high-frequency-trading, exchanges

JEL Classification: G12, G15, G18, D40, D43, D61

working papers series





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Date posted: April 30, 2012  

Suggested Citation

Pagnotta, Emiliano and Philippon, Thomas, Competing on Speed - Online Appendix (April 28, 2012). Available at SSRN: http://ssrn.com/abstract=2047536 or http://dx.doi.org/10.2139/ssrn.2047536

Contact Information

Emiliano Pagnotta (Contact Author)
New York University (NYU)- Stern School of Business Dept. of Finance ( email )
44 West 4th Street
Suite 9-81
New York, NY 10012-1126
United States
HOME PAGE: http://w4.stern.nyu.edu/faculty/facultyindex.cgi?id=536
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
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
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