2604.01709 Pre-Registered Protocol: Speed-Bump Introduction and Latency-Arbitrage Round-Trips on a Mid-Size US Exchange
We specify a pre-registered protocol for Did the introduction of the IEX-style speed bump on a mid-size US exchange reduce the rate of detectable latency-arbitrage round-trip patterns relative to matched control venues, in the 60 trading days surrounding the activation date? using NYSE Daily TAQ quote-level (WRDS); SEC Rule 605/606 public disclosures; MIAX/IEX historical press releases documenting activation dates.