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An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

Delaney, L. (2015). An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology (Report No. 15/04). London, UK: Department of Economics, City University London.

Publication Type: Monograph (Discussion Paper)
Additional Information: Copyright 2015, the author.
Publisher Keywords: real options, high frequency trading, fragmented markets, welfare.
Subjects: H Social Sciences > HB Economic Theory
Departments: School of Arts & Social Sciences > Economics > Discussion Paper Series
URI: http://openaccess.city.ac.uk/id/eprint/12205
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