Synchronization of Trades is a computational framework in high-frequency financial data analysis that coordinates the timing and execution of trades across distributed systems to minimize latency and temporal misalignment, particularly within just-in-time delivery mechanisms of algorithmic trading environments.
30
Publications
2.3K
Citations
56
Authors
43
Institutions
Publications per year
2017–2026
3
Publications
30
Stealth-trading: Which traders' trades move stock prices?
S. Chakravarty · Journal of Financial Economics · 2001 · 726 citations
Decentralized exchanges: The “wild west” of cryptocurrency trading
Angelo Aspris, Sean Foley, Jiří Švec et al. · International Review of Financial Analysis · 2021 · 122 citations
1–5 of 30
Authors
56
- GB
3
h-index
- MG
2
h-index
- DM
2
h-index
- DL
2
h-index
- PC
2
h-index
1–5 of 56
Institutions
43
Virginia Tech
Blacksburg, United States
3 h-index
5 publications
263 citations
Bank of Mexico
Mexico City, Mexico
2 h-index
4 publications
308 citations
Maastricht University
Maastricht, The Netherlands
2 h-index
2 publications
118 citations
Lawrence Berkeley National Laboratory
Berkeley, United States
2 h-index
9 publications
176 citations
University of California, Berkeley
Berkeley, United States
2 h-index
6 publications
104 citations
Scuola Normale Superiore
Pisa, Italy
1 h-index
1 publications
21 citations
City University of Hong Kong
Hong Kong, Hong Kong
1 h-index
2 publications
508 citations
Carnegie Mellon University
Pittsburgh, United States
1 h-index
1 publications
21 citations
1–8 of 43
Venues
- SSRN Electronic Journal
Repository · 7 publications · 169 citations
7
h-index
- Physica A Statistical Mechanics and its Applications
2 publications · 272 citations
2
h-index
- Review of Financial Studies
2 publications · 128 citations
2
h-index
- The North American Journal of Economics and Finance
2 publications · 154 citations
2
h-index
- European Economic Review
1 publications · 23 citations
1
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1–5