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  • Search: subject:"Frequent Batch Auction"
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Year of publication
Subject
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Auction 4 Auction theory 4 Auktion 4 Auktionstheorie 4 Electronic trading 4 Elektronisches Handelssystem 4 Securities trading 4 Wertpapierhandel 4 Agent-based modeling 2 Agentenbasierte Modellierung 2 Artificial Financial Markets 2 Experiment 2 Experimental Economics 2 Financial Market Design 2 Frequent Batch Auction 2 High-Frequency Trading 2 frequent batch auction 2 market design 2 Auctions 1 Bid-ask spread 1 Börsenhandel 1 Continuous double auction 1 Experimental economics 1 Experimentelle Ökonomik 1 Financial market 1 Finanzmarkt 1 Frequent batch auction 1 Geld-Brief-Spanne 1 High-frequency trading 1 Market design 1 Market mechanism 1 Market microstructure 1 Marktmechanismus 1 Marktmikrostruktur 1 Mechanism design 1 Mechanismus-Design-Theorie 1 Stock exchange trading 1 TWAP 1 VWAP 1 auction design 1
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Online availability
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Undetermined 3 Free 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 5
Author
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Marner-Hausen, Mark 2 Aldrich, Eric M. 1 Ge, Hengshun 1 Kyle, Albert S. 1 Lee, Jeongmin 1 López Vargas, Kristian 1 Yang, Haijun 1
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Published in...
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ECONtribute Discussion Paper 1 ECONtribute discussion paper 1 Experimental economics : a journal of the Economic Science Association 1 Oxford review of economic policy 1
Source
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ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
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Frequent batch auction versus continuous time auction under order cancellation and maker-taker fee
Ge, Hengshun; Yang, Haijun - 2025
Persistent link: https://www.econbiz.de/10015337899
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Developing a framework for real-time trading in a laboratory financial market
Marner-Hausen, Mark - 2022
One of the challenges that economic experiments that use artificial financial markets to explore high-frequency trading face, is the development of a sufficiently sophisticated software. Moreover, it is not trivial to adequately communicate the complex financial market rules to non-experts. The...
Persistent link: https://www.econbiz.de/10013339104
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Cover Image
Developing a framework for real-time trading in a laboratory financial market
Marner-Hausen, Mark - 2022 - This version: January 31, 2022
One of the challenges that economic experiments that use artificial financial markets to explore high-frequency trading face, is the development of a sufficiently sophisticated software. Moreover, it is not trivial to adequately communicate the complex financial market rules to non-experts. The...
Persistent link: https://www.econbiz.de/10013257732
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Experiments in high-frequency trading : comparing two market institutions
Aldrich, Eric M.; López Vargas, Kristian - In: Experimental economics : a journal of the Economic … 23 (2020) 2, pp. 322-352
Persistent link: https://www.econbiz.de/10012224706
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Toward a fully continuous exchange
Kyle, Albert S.; Lee, Jeongmin - In: Oxford review of economic policy 33 (2017) 4, pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
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