Elaine Wah

BlackRock, Inc.

55 East 52nd Street

New York City, NY 10055

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 39,759

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Top 39,759

in Total Papers Downloads

1,825

SSRN CITATIONS

1

CROSSREF CITATIONS

2

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
BlackRock, Inc.
Downloads 1,085 (30,141)
Citation 5

Abstract:

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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
BlackRock, Inc., IEX Group, Inc., IEX Group, Inc., Columbia University - Fu Foundation School of Engineering and Applied ScienceIEX Group, Inc. and IEX Group, Inc.
Downloads 536 (77,262)

Abstract:

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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
BlackRock, Inc. and IEX Group, Inc.
Downloads 204 (218,060)

Abstract:

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access fees, rebates, maker-taker, queues