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~type_genre:"Arbeitspapier"
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1
Frequent batch auctions and informed trading
Eibelshäuser, Steffen
;
Smetak, Fabian
-
2022
on the details of the market design. We determine equilibrium transaction costs in continuous
limit
order
book
(CLOB …
Persistent link: https://www.econbiz.de/10013165302
Saved in:
2
Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Leal, Sandrine Jacob
;
Napoletano, Mauro
-
2016
Persistent link: https://www.econbiz.de/10011644118
Saved in:
3
Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading
Jacob Leal, Sandrine
;
Napoletano, Mauro
-
2016
agent-based model of a
limit
order
book
able to generate flash crashes as the result of the interactions between low- and …
Persistent link: https://www.econbiz.de/10011457384
Saved in:
4
Rock around the clock: an agent-based model of low- and high-frequency trading
Leal, Sandrine Jacob
;
Napoletano, Mauro
;
Roventini, Andrea
-
2014
.e., their ability to i) generate high bid-ask spreads and ii) synchronize on the sell side of the
limit
order
book
. Finally, we …
Persistent link: https://www.econbiz.de/10010243948
Saved in:
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