Warwick Business School
Gibbet Hill Road
Coventry, West Midlands CV47AL
University of Warwick
in Total Papers Downloads
in Total Papers Citations
Externality, Positional Game, High-Frequency Trading, Liquidity, Price Efficiency, Quote Stuffing , Supercomputing
TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading
High-Frequency Trading, Liquidity, Tick Size, Price Controls, Queue Rationing
price constraints, high-frequency trading, maker/taker fees, liquidity, tick size non-price competition
price dispersion, market fragmentation, make-take fees, exchange competition, two-sided market
Discrete Pricing, Market Fragmentation, Two-Sided Markets
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