The deeds of speed : an agent-based model of market liquidity and flash episodes
Geir-Are Kårvik, Joseph Noss, Jack Worlidge and Daniel Beale
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Kårvik, Geir-Are ; Noss, Joseph ; Worlidge, Jack ; Beale, Daniel |
| Publisher: |
London : Bank of England |
| Subject: | Agent-based modelling | high-frequency trading | financial stability | market liquidity | flash episodes | principal trading firms (PTFs) | Agentenbasierte Modellierung | Agent-based modeling | Liquidität | Liquidity | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading | Volatilität | Volatility |
freely available
| Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
|---|---|
| Series: | Staff working papers / Bank of England. - London : [Verlag nicht ermittelbar], ZDB-ID 2833500-4. - Vol. no. 743 |
| 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/10011919677