Time to slow down for high-frequency trading? : lessons from artificial markets
Year of publication: |
April-September 2017
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Authors: | Veryzhenko, Iryna ; Arena, Lise ; Harb, Etienne ; Oriol, Nathalie |
Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 24.2017, 2/3, p. 73-79
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Subject: | agent-based modelling | HFT | market quality | market regulation | microstructure | Agentenbasierte Modellierung | Agent-based modeling | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Theorie | Theory | Finanzmarkt | Financial market |
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