Does the consolidated feed matter?
In this paper we examine the role of the consolidated feeds in the current U.S. equities market by studying exogenous events which affect their speed and availability respectively. We find that faster consolidated feeds have an adverse, albeit mild, impact on market liquidity, possibly as a result o...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2023
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7507 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8506/viewcontent/ssrn_id4624087_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |