Hamish Murray

Deakin University - Deakin Business School

Australia

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Scholarly Papers (1)

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Latency Reduction and Market Quality: The Case of the Australian Stock Exchange

International Review of Financial Analysis, Forthcoming
Posted: 23 Apr 2016
Hamish Murray, Thu Phuong Pham and Harminder Singh
Deakin University - Deakin Business School, University of Adelaide and Deakin University - School of Accounting, Economics and Finance

Abstract:

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Latency, spreads, ASXTrade, ITS, market liquidity