The cost of being slow in times of high frequency trading
- THIS PROJECT PROVIDES A PERFORMANCE MEASURE ON THE EFFECT OF LATENCY IN THE CONTEXT OF THE COMPETITIVE ADVANTAGE OF IT. BASED ON A DATASET OF DEUTSCHE BÖRSE’S ELECTRONIC TRADING SYSTEM XETRA, AN EMPIRICAL ANALYSIS IS APPLIED. THAT WAY, WE QUANTIFY THE IMPACT OF LATENCY FROM A CUSTOMER’S POINT OF VIEW.
Author: | Tim Uhle, Moritz Christian Weber, Bartholomäus Ende |
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URN: | urn:nbn:de:hebis:30:3-579082 |
ISSN: | 1866-1238 |
Parent Title (English): | EFL quarterly : an E-Finance Lab publication |
Publisher: | E-Finance Lab e.V. |
Place of publication: | Frankfurt am Main |
Document Type: | Article |
Language: | English |
Year of Completion: | 2011 |
Year of first Publication: | 2011 |
Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
Release Date: | 2021/01/28 |
Volume: | 2011 |
Issue: | 3 |
Page Number: | 2 |
First Page: | 4 |
Last Page: | 5 |
HeBIS-PPN: | 477212530 |
Institutes: | Angeschlossene und kooperierende Institutionen / E-Finance Lab e.V. |
Dewey Decimal Classification: | 3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft |
Sammlungen: | Universitätspublikationen |
Licence (German): | Deutsches Urheberrecht |