Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Brolley, Michael"'
Autor:
Brolley, Michael, Zoican, Marius
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decen
Externí odkaz:
http://arxiv.org/abs/1907.10720
Autor:
Brolley, Michael1 (AUTHOR) mbrolley@wlu.ca, Cimon, David A.2 (AUTHOR) dcimon@wlu.ca
Publikováno v:
Journal of Financial & Quantitative Analysis. Dec2020, Vol. 55 Issue 8, p2555-2587. 33p.
Autor:
Brolley, Michael, Malinova, Katya
Publikováno v:
In Journal of Financial Markets January 2021 52
Publikováno v:
In North American Journal of Economics and Finance April 2020 52
Financial markets face the constant threat of cyber attacks. We develop a principal-agent model of cyber-attacking with fee-paying clients who delegate security decisions to financial platforms. We derive testable implications about clients’ vulner
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10b06d151c8623d6947b6da8215a8f82
https://hdl.handle.net/10419/265226
https://hdl.handle.net/10419/265226
Autor:
Hartwick, John M., Brolley, Michael
Publikováno v:
In Resource and Energy Economics 2008 30(4):568-577
Akademický článek
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Autor:
Brolley, Michael, Cimon, David A.
Latency delays—known as “speed bumps”—are an intentional slowing of order flow by exchanges. Supporters contend that delays protect market makers from high-frequency arbitrage, while opponents warn that delays promote “quote fading” by ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6293163064799f0f9bf380c96a8a4151