Assessing the impact of algorithmic trading on markets: A simulation approach
Year of publication: |
2008
|
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Authors: | Gsell, Markus |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Wertpapierhandel | Elektronisches Handelssystem | Auktionstheorie | Simulation | Börsenkurs | Volatilität | Theorie | Algorithmic Trading | Double Auction |
Series: | CFS Working Paper ; 2008/49 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606199632 [GVK] hdl:10419/43250 [Handle] RePEc:zbw:cfswop:200849 [RePEc] |
Classification: | G10 - General Financial Markets. General |
Source: |
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