Experiments in high-frequency trading : comparing two market institutions
Year of publication: |
2020
|
---|---|
Authors: | Aldrich, Eric M. ; López Vargas, Kristian |
Subject: | Market design | Auctions | High-frequency trading | Continuous double auction | Frequent batch auction | Elektronisches Handelssystem | Electronic trading | Auktionstheorie | Auction theory | Auktion | Auction | Wertpapierhandel | Securities trading | Marktmechanismus | Market mechanism | Experiment | Mechanismus-Design-Theorie | Mechanism design | Agentenbasierte Modellierung | Agent-based modeling |
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