Similar Search Results

Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - Laboratory of Economics and Management (LEM), Scuola … - 2014

We build an agent-based model to study how the interplay between low- and high- frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10010738349

Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - Dipartimento di Scienze Economiche, Facoltà di Economia - 2014

We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10010739170

Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - arXiv.org - 2014

We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10010739594

Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Napoletano, Mauro; Roventini, Andrea; Fagiolo, Giorgio; … - Groupe de REcherche en Droit, Économie, Gestion … - 2014

Persistent link: https://www.econbiz.de/10010860424

Rock around the clock: an agent-based model of low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - 2014

Persistent link: https://www.econbiz.de/10010243948

Rock around the clock : an agent-based model of low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - In: Journal of evolutionary economics : JEE 26 (2016) 1, pp. 49-76

Persistent link: https://www.econbiz.de/10011606699

Rock around the clock: an agent-based model of low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro; Roventini, Andrea - Sciences économiques, Sciences Po - 2014

We build an agent-based model to study how the interplay between low- and high frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10010932921

Rock around the clock: an agent-based model of low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro; Roventini, Andrea - Department of Economics, Sciences économiques - 2014

Persistent link: https://www.econbiz.de/10010756997

Rock Around the Clock : An Agent-Based Model of Low- and High-Frequency Trading

Jacob Leal, Sandrine - 2014

We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10013059494

Rock around the clock : an agent-based model of low-and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro; Roventini, Andrea - 2014

Persistent link: https://www.econbiz.de/10010362848