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Strategic Speed Choice by High-Frequency Traders under Speed Bumps

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Aoyagi, JunThe Institute of Social and Economic Research, Osaka University2019-02Institute of Social and Economic Research Discussion Papers1050p.1-42

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Subject HeadingHigh-frequency trading market structure speed bumps adverse selection strategic s...
Note (General)...rement. Hence, speed bumps promote the in......ults regarding speed bumps and adverse se......ket structure, speed bumps, adverse selection, strategic...

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