Elaine Wah

IEX Group, Inc.

Head of Quantitative Research

3 World Trade Center

58th Floor

New York, NY 10007

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 31,938

SSRN RANKINGS

Top 31,938

in Total Papers Downloads

1,427

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?

Number of pages: 30 Posted: 10 Feb 2016
Elaine Wah
IEX Group, Inc.
Downloads 901 (25,453)
Citation 3

Abstract:

Loading...

high-frequency trading, latency arbitrage, market data

2.

A Comparison of Execution Quality across U.S. Stock Exchanges

Number of pages: 55 Posted: 21 Apr 2017
IEX Group, Inc., IEX Group, Inc., IEX Group, Inc., IEX Group, Inc. and IEX Group, Inc.
Downloads 477 (59,418)

Abstract:

Loading...

Execution Quality, Market Structure, Stock Exchange, Access Fees, Rebates

3.

Gone in Sixty Seconds: The Cost of Trading in Long Queues

Number of pages: 8 Posted: 04 Oct 2018
Elaine Wah and Stan Feldman
IEX Group, Inc. and IEX Group, Inc.
Downloads 49 (395,382)

Abstract:

Loading...

access fees, rebates, maker-taker, queues