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 (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 Policy & Global Affairs > Economics > Discussion Paper Series