Impact of electronic liquidity providers within a high-frequency agent-based modeling framework
Alexandru Mandes
| Year of publication: |
2020
|
|---|---|
| Authors: | Mandes, Alexandru |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 2, p. 407-450
|
| Subject: | Agent-based modeling | High-frequency trading | Electronic liquidity provision | Market quality | Flash crash | Regulatory policy | Agentenbasierte Modellierung | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Finanzkrise | Financial crisis | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Theorie | Theory | Regulierung | Regulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09891-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223640