We would like to thank Carole Gresse, Björn Hagströmer and Lars Nordén as well as participants at the U.S Commodity Futures Trading Commission Research and FMA European Conferences, and the Stockholm University finance and Capital Markets CRC seminars for useful comments. We especially thank the Securities Industry Research Centre of Asia Pacific for data and technical support. Any errors or omissions are the responsibility of the authors alone.
The Impact of Co-Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity
Article first published online: 12 JUL 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 1, pages 20–33, January 2014
How to Cite
Frino, A., Mollica, V. and Webb, R. I. (2014), The Impact of Co-Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity. J. Fut. Mark., 34: 20–33. doi: 10.1002/fut.21631
- Issue published online: 6 DEC 2013
- Article first published online: 12 JUL 2013
- Manuscript Accepted: 19 MAY 2013
- Manuscript Received: 29 MAR 2013
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