---
title: High-Frequency Arbitrage on Cross-Listed Stocks: Info Latency Effects
url: https://www.ml-quant.com/papers/repec/eee-finana-v-89-y-2023-i-c-s1057521923002934/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521923002934%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A89%3Ay%3A2023%3Ai%3Ac%3As1057521923002934
featured: 2023-09-14
citations: unknown
topic: Trading, Microstructure & Execution
---


# High-Frequency Arbitrage on Cross-Listed Stocks: Info Latency Effects

Info Latency Effects: The study presents a new method to examine the impact of information delay in high-frequency trading on international cross-listed stocks, suggesting a profitable strategy based on price deviations using Canadian and US stocks.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521923002934%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A89%3Ay%3A2023%3Ai%3Ac%3As1057521923002934
- Identifier: RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934
- Released: 2023-09-14
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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