market microstructure

Retail Trading and Analyst Coverage
Journal of Financial Markets, 2023, 66 (November), 100849.
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Liquid speed: A micro-burst fee for low-latency exchanges
Journal of Financial Markets, 2023, 64 (June), 100785.
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On-demand fast trading on decentralized exchanges
Finance Research Letters, 2023, 51 (January), 103350
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