Supplement to 'Competing on Speed': Online Appendices

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

See all articles by Emiliano Pagnotta

Emiliano Pagnotta

Singapore Management University

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)

Singapore Management University ( email )

Li Ka Shing Library
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Singapore

HOME PAGE: http://www.emilianopagnotta.com

Thomas Philippon

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

Stern School of Business
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New York, NY 10012-1126
United States

National Bureau of Economic Research (NBER)

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Cambridge, MA 02138
United States

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