Fast traders and slow price adjustments : an artificial market with strategic interaction and transaction costs
Danilo Liuzzi, Paolo Pellizzari, Marco Tolotti
| Year of publication: |
2019
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|---|---|
| Authors: | Liuzzi, Danilo ; Pellizzari, Paolo ; Tolotti, Marco |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 14.2019, 3, p. 643-662
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| Subject: | Artificial markets | High-frequency trading | Liquidity shocks | Transaction costs | Transaktionskosten | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Marktmechanismus | Market mechanism | Agentenbasierte Modellierung | Agent-based modeling | Schock | Shock | Börsenkurs | Share price | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-018-0233-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012167723