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The Cambridge-INET Institute - continuing as the Janeway Institute


Fast Trading and the Virtue of Entropy

Professor Giancarlo Corsetti has just published a paper in the European Central Bank's (ECB) Working Paper Series. The paper "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market" is joint with Romain Lafarguette and Arnaud Mehl.

Published on: Wednesday 31st July 2019


Foreign Exchange Market

Financial Markets