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subject:"Börse"
~isPartOf:"Applied economics"
~person:"Arumugam, Devika"
~person:"Lu, Xuejiao"
~subject:"Agent-based modeling"
~subject:"Marktmikrostruktur"
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Börse
Agent-based modeling
Marktmikrostruktur
Aktienmarkt
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anti-synergistic effect
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buy side algorithmic trading
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crowding out
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double difference
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high frequency trading
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interaction influences
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liquidity
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Lu, Xuejiao
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Interaction influence of trading rules on the quality of stock markets : the price limit rule and day trading rule from the Shanghai and Shenzhen stock exchanges
Li, Zhuwei
;
Lu, Xuejiao
;
Fu, Yuan
- In:
Applied economics
54
(
2022
)
56
,
pp. 6467-6479
Persistent link: https://www.econbiz.de/10013411386
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2
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
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