How Rigged Are Stock Markets? Evidence from Microsecond Timestamps (by Robert P. Bartlett and Justin McCrary)
How Rigged are Stock Markets? Evidence from Microsecond Timestamps
Robert P. Bartlett III
University of California, Berkeley – School of Law; University of California, Berkeley – Berkeley Center for Law, Business and the Economy
University of California, Berkeley; National Bureau of Economic Research (NBER)
July 20, 2016
Number of Pages in PDF File: 51
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