Select Publications
Journal articles
, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786
Select Publications
, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786