The high frequency trade off between speed and sophistication
Year of publication: |
2020
|
---|---|
Authors: | Ladley, Dan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 116.2020, p. 1-18
|
Subject: | Cognitive ability | High frequency trading | Market micro-Structure | Order book | Regulation | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktliquidität | Market liquidity | Anlageverhalten | Behavioural finance |
-
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas, (2017)
-
Arumugam, Devika, (2021)
-
Time, trading and algorithms in financial sector security
Thompson, Grahame, (2017)
- More ...
-
Do stylized facts of order book markets need strategic behavior?
Ladley, Dan, (2007)
-
An economic model of party formation and competition
Ladley, Dan, (2010)
-
An economic model of contagion in interbank lending markets
Ladley, Dan, (2011)
- More ...