Fast traders make a quick buck: The role of speed in liquidity provision
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DOI: 10.1016/j.finmar.2021.100621
Abstract: Abstract In modern public equity markets, liquidity is provided by a heterogeneous set of traders with vastly different speeds. We study the consequences of information arrival in such a setting. We present a model that… read more here.
Keywords: make quick; liquidity provision; fast traders; traders make ... See more keywords