Department of Statistical Sciences
Toronto, Ontario M5S 3G8
University of Toronto
in Total Papers Downloads
in Total Papers Citations
high frequency trading, message tax, market quality, retail traders
Liquidity credits, market quality, trading, make/take fees, maker-taker, rebates, bid-ask spread
dark trading, midpoint orders, limit order book trading
market microstructure, trading volume, liquidity, dealer market, limit order book
order and quote driven trading, dealer market, execution costs
Maker-Taker Fees, Informed Trading, Low-Latency Trading, Limit Order Book
Trading, Market Participation, Intraday Patterns, Heterogeneous Information
internalization, transparency, limit order book, price discovery, liquidity
market design, trading, blockhchain, distributed ledger, transparency
dark trading, high frequency trading, retail investors, trade-at rule, price improvement, segmentation, internalization
market microstructure, trading volume, liquidity
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.438 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you