Imperial College Business School, Tanaka Building
London, SW7 2AZ
Imperial College Business School
liquidity, fragmentation, trading, exchanges, asset pricing, financial markets, high frequency trading, regulation, search, welfare
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8786.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
exchanges, high frequency, speed, trading
Market structure, asymmetric information, trading strategies, limit-order book, insider trading, liquidity, market makers, limit orders, market orders, inter arrival times, bid-ask spread
Central clearing, price stability, equity volatility, margin requirement, counterparty risk, liquidity
fragmentation, asset pricing, liquidity, exchanges, investor protection, investor participation, regulation, frictions
liquidity, fragmentation, welfare, regulation, asset prices, trading venues, trading speed, high-frequency-trading, exchanges
Fragmentation, speed, liquidity, asset prices, exchanges, trade-through rule, regulation
Private information, information measures, insider trading, information spillover, trading strategies, liquidity, asset prices, volume,stock markets, option markets, volatility, SEC, financial crime
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.512 seconds