High frequency traders in a simulated market
| Year of publication: |
2016
|
|---|---|
| Authors: | Hanson, Thomas A. |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 15.2016, 3, p. 329-351
|
| Subject: | Liquidity | Agent-based simulation | Algorithm trading | High-frequency trading | Stock market volatility | Elektronisches Handelssystem | Electronic trading | Simulation | Volatilität | Volatility | Agentenbasierte Modellierung | Agent-based modeling | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | Finanzmarkt | Financial market | Liquidität | Theorie | Theory | Spekulation | Speculation |
-
The impact of algorithmic trading in a simulated asset market
Mukerji, Purba, (2019)
-
Leal, Sandrine Jacob, (2016)
-
Jacob Leal, Sandrine, (2016)
- More ...
-
A bias in the volatility smile
Chance, Don M., (2017)
-
Developing a measure of financial privacy : a pilot study of U.S. college students
Hanson, Thomas A., (2024)
-
The Impact of Computational Error on the Volatility Smile
Chance, Don M., (2013)
- More ...