Gui Lamacie

BM&F BOVESPA

Associate Director of Financial Risk and Modeling

Sao Paulo

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

604

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (1)

1.

Latency and Asset Prices

Number of pages: 34 Posted: 09 Jan 2015 Last Revised: 18 Jan 2015
Andrei A. Kirilenko and Gui Lamacie
University of Cambridge - Finance and BM&F BOVESPA
Downloads 604 (44,601)
Citation 6

Abstract:

Loading...

Latency, High Frequency Trading, Algorithmic Trading, Automated Markets, Liquidity, Volatility, Volatility of Volatility