Experiments in high-frequency trading : comparing two market institutions
Year of publication: |
2020
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Authors: | Aldrich, Eric M. ; López Vargas, Kristian |
Published in: |
Experimental economics : a journal of the Economic Science Association. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6938, ZDB-ID 2015444-6. - Vol. 23.2020, 2, p. 322-352
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Subject: | Market design | Auctions | High-frequency trading | Continuous double auction | Frequent batch auction | Auktionstheorie | Auction theory | Elektronisches Handelssystem | Electronic trading | Auktion | Auction | Marktmechanismus | Market mechanism | Wertpapierhandel | Securities trading |
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