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Bank of Canada RSS Feedsen2024-03-29T04:56:04+00:00Speed Segmentation on Exchanges: Competition for Slow Flow
https://www.bankofcanada.ca/2018/01/staff-working-paper-2018-3/
In 2015, TSX Alpha, a Canadian stock exchange, implemented a speed bump for marketable orders and an inverted fee structure as part of a redesign. We find no evidence that this redesign impacted market-wide measures of trading costs or contributed appreciably to segmenting retail order flow away from other Canadian venues with a maker-taker fee structure.2018-01-09T10:27:29+00:00enSpeed Segmentation on Exchanges: Competition for Slow Flow2018-01-09Financial marketsMarket structure and pricingStaff Working Paper 2018-3https://www.bankofcanada.ca/wp-content/uploads/2018/01/swp2018-3.pdfSpeed Segmentation on Exchanges: Competition for Slow FlowLisa AndersonEmad AndrewsBaiju DevaniMichael MuellerAdrian WaltonJanuary 2018GG1G14G2G24