High frequency traders in a simulated market
Year of publication: |
2016
|
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Authors: | Hanson, Thomas A. |
Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 15.2016, 3, p. 329-351
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Subject: | Liquidity | Agent-based simulation | Algorithm trading | High-frequency trading | Stock market volatility | Elektronisches Handelssystem | Electronic trading | Simulation | Volatilität | Volatility | Agentenbasierte Modellierung | Agent-based modeling | Börsenkurs | Share price | Aktienmarkt | Stock market | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Theorie | Theory | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance |
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