The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *

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Publication:4963045

DOI10.1093/qje/qjv027zbMath1400.91211OpenAlexW2117178771WikidataQ57310789 ScholiaQ57310789MaRDI QIDQ4963045

John Shim, Eric B. Budish, Peter Cramton

Publication date: 6 November 2018

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qje/qjv027




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