Replication Data for: 'Quantifying the High-Frequency Trading "Arms Race"'
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
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Title |
Replication Data for: 'Quantifying the High-Frequency Trading "Arms Race"'
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Identifier |
https://doi.org/10.7910/DVN/ZFDWDZ
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Creator |
Aquilina, Matteo
Budish, Eric O'Neill, Peter |
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Publisher |
Harvard Dataverse
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Description |
The programs replicate tables and figures from 'Quantifying the High-Frequency Trading "Arms Race"', by Aquilina, Budish, and O'Neill. Please see the Code_and_Data_Appendix file for additional details. The authors have also posted code which they might update at https://urldefense.proofpoint.com/v2/url?u=https-3A__github.com_ericbudish_HFT-2DRaces&d=DwMFaQ&c=WO-RGvefibhHBZq3fL85hQ&r=fozvPsh-egr3cbxeqK14txC2-cwM-7MBCbFBcp7M25E&m=pCItNBhaY9M_yrolTZDIm7T2nzg9-ZOdT_5JIDtFM0w&s=onI-8bm40Ripqgh_4a_nGNZ5_qrQhyVu2HR2J2A1IGY&e=
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Subject |
Social Sciences
Market Design Asset Markets and Pricing: General Equities; Fixed Income Securities Information and Market Efficiency; Event Studies; Insider Trading |
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Language |
English
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Contributor |
Baranga, Thomas
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