most citedTime Inconsistent Stochastic Control in Continuous Time: Theory and Examples

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q-fin.TR2019★ 1 cited

Do speed bumps curb low-latency trading? Evidence from a laboratory market

Mariana Khapko, Marius Zoican

Exchanges implement intentional trade delays to limit the harmful impact of low-latency trading. Do such "speed bumps" curb investment in fast trading technology? Data is scarce si…