Speed traps : algorithmic trader performance under alternative market structures
Yan Peng, Jason Shachat, Lijia Wei, S. Sarah Zhang
| Year of publication: |
11-10-2020
|
|---|---|
| Authors: | Peng, Yan ; Shachat, Jason M. ; Wei, Lijia ; Zhang, S. Sarah |
| Publisher: |
[Orange, CA] : Chapman University, Economic Science Institute |
| Subject: | Trading agents | Speed | Algorithmic trading | Laboratory experiment | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Experiment | Theorie | Theory | Marktstruktur | Market structure | Algorithmus | Algorithm | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | ESI working papers. - Orange, Calif. : [Verlag nicht ermittelbar], ZDB-ID 2729957-0. - Vol. 20, 39 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012419234