Jeremy Morris, Ke Xu
Software Engineering Empirical Research Radar
The effect of NYSE American's latency delay on informed trading
Paper detail page in SEER Radar.
International Review of Financial Analysis 2025
AI / LLM for SE; Industrial Software Engineering
Event-Time & Latency-Sensitive Trading
Abstract / Summary
Using a 350-microsecond NYSE American speed bump as a natural experiment, the paper applies difference-in-differences to fifty stocks and finds a significant decline in informed trading. It provides a recent empirical bridge between controlled latency changes, information advantage and market behavior.
External Links
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