Need for Speed? Exchange Latency and Liquidity

By Albert J. Menkveld, Marius Zoican. 2016

164 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/d79209484513f9c8c9e4dc5b4c72b7fb5ddb8785

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Jonathan Brogaard
2. Andrei A. Kirilenko
3. Matthew Baron
4. Björn Hagströmer

In Finance

1. Jonathan Brogaard
2. Andrei A. Kirilenko
3. Matthew Baron
4. Björn Hagströmer
5. Albert J. Menkveld
6. Peter Hoffmann
7. Camila C. Pereira

In Strategy and Management

1. Jonathan Brogaard
2. Matthew Baron
3. Andrei A. Kirilenko

Citations in the corpus

• Risk and Return in High-Frequency Trading (2018, background): “Other empirical studies on this market are Breckenfelder (2013); Brogaard et al. (2015); Hagströmer, Nordén, and Zhang (2014); van Kervel and Menkveld (2015); and Menkveld and Zoican (2017).”
• High‐Frequency Trading and Market Performance (2020, unknown): “Other models that contain both aggressive and passive HFTs include Foucault, Kadan, and Kandel (2013), Jovanovic and Menkveld (2016), Foucault, Kozhan, and Tham (2017), Menkveld and Zoican (2017), and Budish, Cramton, and Shim (2015).”