Download this Paper Open PDF in Browser

Supplement to 'Competing on Speed': Online Appendices

20 Pages Posted: 30 Apr 2012 Last revised: 12 Oct 2017

Emiliano Pagnotta

Imperial College Business School

Thomas Philippon

New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER)

Date Written: October 1, 2017

Abstract

This supplement comprises an appendix on the security exchange industry, proofs of propositions and lemmas in the main paper and model extensions.

The paper "Competing on Speed" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=1967156

Keywords: liquidity, fragmentation, welfare, regulation, asset prices, trading venues, trading speed, high-frequency-trading, exchanges

JEL Classification: G12, G15, G18, D40, D43, D61

Suggested Citation

Pagnotta, Emiliano and Philippon, Thomas, Supplement to 'Competing on Speed': Online Appendices (October 1, 2017). Available at SSRN: https://ssrn.com/abstract=2047536 or http://dx.doi.org/10.2139/ssrn.2047536

Emiliano Pagnotta (Contact Author)

Imperial College Business School ( email )

Imperial College Business School, Tanaka Building
London, SW7 2AZ
Great Britain
+447478734028 (Phone)

Thomas Philippon

New York University (NYU) - Department of Finance ( email )

Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Paper statistics

Downloads
79
Rank
265,649
Abstract Views
636