high-frequency trading

Retail Trading and Analyst Coverage
Journal of Financial Markets, 2023, 66 (November), 100849.
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Liquid speed: A micro-burst fee for low-latency exchanges
Journal of Financial Markets, 2023, 64 (June), 100785.
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On-demand fast trading on decentralized exchanges
Finance Research Letters, 2023, 51 (January), 103350
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The queuing friction in limit order book markets
Joint with Corey Garriott and Vincent van Kervel
Last updated on Oct 4, 2023
Do speed bumps curb low-latency investment? Evidence from a laboratory market
Journal of Financial Markets, 2021, 55 (September), 100601 (Lead Article).
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Speed and learning in high-frequency auctions
Journal of Financial Markets, 2021, 54 (June), 100583 (Lead Article).
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies, 2017, 30(4), 1188-1228.
Last updated on Oct 28, 2021
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