NDLI: How rigged are stock markets? Evidence from microsecond timestamps

Content Provider	Scilit
Author	Bartlett, Robert P. McCrary, Justin
Copyright Year	2019
Description	Journal: Journal of Financial Markets
Related Links	http://www.nber.org/papers/w22551.pdf
Ending Page	60
Page Count	24
Starting Page	37
ISSN	13864181
DOI	10.1016/j.finmar.2019.06.003
Journal	Journal of Financial Markets
Volume Number	45
Language	English
Publisher	Elsevier BV
Publisher Date	2019-09-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Financial Markets Latency Arbitrage High-frequency Trading Market Structure
Content Type	Text
Resource Type	Article
Subject	Finance Economics and Econometrics

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How rigged are stock markets? Evidence from microsecond timestamps