The cost of being slow in times of high frequency trading
| Autor: | Uhle, Tim, Weber, Moritz Christian, Ende, Bartholomäus |
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| Jazyk: | angličtina |
| Rok vydání: | 2011 |
| Předmět: | |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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