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)