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Book reviews

Flash Boys: Cracking the Money Code

References

  • Alden, W., Barclays faces New York lawsuit over dark pool and high-frequency trading. The New York Times, 25 June, 2014.
  • Arnuk, S. and Saluzzi, J., Latency arbitrage: The real power behind predatory high frequency trading. A themis trading LLC mini white paper, 4 December, 2009.
  • Jarrow, R. and Protter, P., Liquidity suppliers and high frequency trading. SIAM J. Financ. Math, conditionally accepted for publication.
  • Kchia, Y. and Protter, P., On progressive filtration expansions with a process; Applications to insider trading, arXiv:1403.6323, forthcoming.
  • Levine, M., Why do high frequency traders never lose money? Bloomberg News, 20 March, 2014.
  • O’Hara, M., and Lopez de Prado, M.. (Eds.), High Frequency Trading, 2013 (Risk Books).
  • Phillips, M., What Michael Lewis Gets Wrong About High-Frequency Trading, 2014 (Bloomberg/Business Week).

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