Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Sandrine Jacob Leal, Mauro Napoletano
| Year of publication: |
2019
|
|---|---|
| Authors: | Leal, Sandrine Jacob ; Napoletano, Mauro |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 157.2019, p. 15-41
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| Subject: | Agent-based models | Flash crashes | High-frequency trading | Limit order book | Market volatility | Regulatory policies | Agentenbasierte Modellierung | Agent-based modeling | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Regulierung | Regulation | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility | Finanzmarkt | Financial market | Spekulation | Speculation | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2017.04.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138458