The impact of algorithmic trading in a simulated asset market
Year of publication: |
2019
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Authors: | Mukerji, Purba ; Chung, Christine ; Walsh, Timothy ; Xiong, Bo |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 2/68, p. 1-11
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Subject: | algorithmic trading | market quality | liquidity | statistical arbitrage | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Simulation | Marktliquidität | Market liquidity | Arbitrage | Finanzmarkt | Financial market | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12020068 [DOI] hdl:10419/238989 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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