{"id":"https://openalex.org/W2158338941","doi":"https://doi.org/10.2139/ssrn.2227519","title":"Information Transmission between Financial Markets in Chicago and New York","display_name":"Information Transmission between Financial Markets in Chicago and New York","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2158338941","doi":"https://doi.org/10.2139/ssrn.2227519","mag":"2158338941"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2227519","doi":"https://doi.org/10.2139/ssrn.2227519","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2227519","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2227519","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5082331803","display_name":"Gregory Laughlin","orcid":"https://orcid.org/0000-0002-3253-2621","observed_orcids":["https://orcid.org/0000-0002-3253-2621"]},"institutions":[{"id":"https://openalex.org/I32971472","display_name":"Yale University","ror":"https://ror.org/03v76x132","country_code":"US","type":"education","lineage":["https://openalex.org/I32971472"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Gregory Laughlin","raw_affiliation_strings":["Yale University, New Haven, CT 06520, United States","Yale University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Yale University, New Haven, CT 06520, United States","institution_ids":["https://openalex.org/I32971472"]},{"raw_affiliation_string":"Yale University","institution_ids":["https://openalex.org/I32971472"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088038041","display_name":"Anthony N. Aguirre","orcid":"https://orcid.org/0000-0001-5425-7141","observed_orcids":["https://orcid.org/0000-0001-5425-7141"]},"institutions":[{"id":"https://openalex.org/I185103710","display_name":"University of California, Santa Cruz","ror":"https://ror.org/03s65by71","country_code":"US","type":"education","lineage":["https://openalex.org/I185103710"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Anthony Aguirre","raw_affiliation_strings":["University of California, Santa Cruz, 1156 High St, Santa Cruz, CA 95064, United States","University of California, Santa Cruz"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Santa Cruz, 1156 High St, Santa Cruz, CA 95064, United States","institution_ids":["https://openalex.org/I185103710"]},{"raw_affiliation_string":"University of California, Santa Cruz","institution_ids":["https://openalex.org/I185103710"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5002433511","display_name":"Joseph A. Grundfest","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Joseph A. Grundfest","raw_affiliation_strings":["Stanford University Law School"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stanford University Law School","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5082331803"],"corresponding_institution_ids":["https://openalex.org/I32971472"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11499","display_name":"ICT Impact and Policies","score":0.0052999998442828655,"subfield":{"id":"https://openalex.org/subfields/2214","display_name":"Media Technology"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.00430000014603138,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"high-frequency trading","score":0.8069999814033508},{"id":"https://openalex.org/keywords/optical-fiber-links","display_name":"optical fiber links","score":0.6079999804496765},{"id":"https://openalex.org/keywords/latency-reduction","display_name":"latency reduction","score":0.4399999976158142},{"id":"https://openalex.org/keywords/tick-data","display_name":"tick data","score":0.7350000143051147}],"concepts":[{"id":"https://openalex.org/C2983568541","wikidata":"https://www.wikidata.org/wiki/Q389772","display_name":"Information transmission","level":2,"score":0.6088922619819641},{"id":"https://openalex.org/C761482","wikidata":"https://www.wikidata.org/wiki/Q118093","display_name":"Transmission (telecommunications)","level":2,"score":0.48465925455093384},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.48299872875213623},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.46843060851097107},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.4039856195449829},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.38645949959754944},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3601459264755249},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2081465721130371},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.2075149118900299},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.2227519","doi":"https://doi.org/10.2139/ssrn.2227519","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2227519","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2227519","doi":"https://doi.org/10.2139/ssrn.2227519","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2227519","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W319197316","https://openalex.org/W594034742","https://openalex.org/W1834881366","https://openalex.org/W1978596428","https://openalex.org/W2003891356","https://openalex.org/W2017745726","https://openalex.org/W2055975041","https://openalex.org/W2062085941","https://openalex.org/W2136019703","https://openalex.org/W2141394518","https://openalex.org/W2171324723","https://openalex.org/W2765900242","https://openalex.org/W3122511260","https://openalex.org/W3186546642","https://openalex.org/W4232067337","https://openalex.org/W4239146293"],"related_works":["https://openalex.org/W3093861033","https://openalex.org/W3134217355","https://openalex.org/W2809187451","https://openalex.org/W4411276203","https://openalex.org/W2129651828","https://openalex.org/W6990152726","https://openalex.org/W7100797659","https://openalex.org/W2483464277","https://openalex.org/W1980783027","https://openalex.org/W7216195918"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}