Rock around the clock :An agent-based model of low-and high frequency trading
Year of publication: |
2014-02
|
---|---|
Authors: | Leal, Sandrine Jacob ; Napoletano, Mauro ; Roventini, Andrea ; Fagiolo, Giorgo |
Institutions: | Centre de recherche en Économie (OFCE), Sciences économiques |
Subject: | Agent based models | Limit order book | High frequency trading | low frequency trading | flash crashes | market volatility |
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