Order Protection through Delayed Messaging

Eric M Aldrich and Daniel Friedman

Santa Cruz Department of Economics, Working Paper Series from Department of Economics, UC Santa Cruz

Keywords: Market design; high-frequency trading; continuous double auction; IEX; lab experiments (search for similar items in EconPapers)
Date: 2019-06-29
New Economics Papers: this item is included in nep-mst
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Order Protection Through Delayed Messaging (2023)
Working Paper: Order protection through delayed messaging (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucscec:qt4938f518

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