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

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