Download This PaperInternet Appendix for 'How Rigged Are Stock Markets? Evidence from Microsecond Timestamps'
35 Pages Posted: 8 May 2020
Date Written: May 1, 2019
Abstract
This document contains supporting materials for the article "How Rigged Are Stock Markets? Evidence from Microsecond Timestamps" by Robert P. Bartlett, III and Justin McCrary.
The paper to which this Appendix applies is available at the following URL: https://ssrn.com/abstract=2812123
Keywords: latency arbitrage, high-frequency trading, SIP, market structure
JEL Classification: G10, G15, G18, G23, G28, K22
Suggested Citation: Suggested Citation
Bartlett, Robert P. and McCrary, Justin, Internet Appendix for 'How Rigged Are Stock Markets? Evidence from Microsecond Timestamps' (May 1, 2019). Journal of Financial Markets, Vol. 45, 2019, Available at SSRN: https://ssrn.com/abstract=3556871
Robert P. Bartlett (Contact Author)
University of California, Berkeley - School of Law ( email )
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