Paper accepted for presentation at the 2018 QFFE
The paper "Price Efficiency in Markets with Stochastic Latency" will be presented at the 2018 Conference on Quantitative Finance and Financial Econometrics (QFFE) in Marseille.
Price Efficiency in Markets with Stochastic Latency
Nikolaus Hautsch (University Of Vienna, VGSF), Christoph Scheuch (VGSF), and Stefan Voigt (VGSF)
Back to overview