Hayden Melton

LSEG (London Stock Exchange Group)

3 Times Square

New York, NY

United States

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High Frequency Fairness

Number of pages: 39 Posted: 03 Dec 2020
Guillaume Haeringer and Hayden Melton
CUNY Baruch College and LSEG (London Stock Exchange Group)
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Abstract:

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Electronic trading, limit order book, fairness, random serial dictatorship