Impact of electronic liquidity providers within a high-frequency agent-based modeling framework
Year of publication: |
2020
|
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Authors: | Mandes, Alexandru |
Subject: | Agent-based modeling | High-frequency trading | Electronic liquidity provision | Market quality | Flash crash | Regulatory policy | Elektronisches Handelssystem | Electronic trading | Agentenbasierte Modellierung | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation |
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