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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"'
 
Identifier https://doi.org/10.7910/DVN/ZFDWDZ
 
Creator Aquilina, Matteo
Budish, Eric
O'Neill, Peter
 
Publisher Harvard Dataverse
 
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=
 
Subject Social Sciences
Market Design
Asset Markets and Pricing: General
Equities; Fixed Income Securities
Information and Market Efficiency; Event Studies; Insider Trading
 
Language English
 
Contributor Baranga, Thomas