Altmann, Stefan; Riyanto, Yohanes E.; Hölscher, Christoph - 2023
This study investigates the impact of algorithmic trading strategies on asset price mispricing and relative payoffs of human and algorithmic traders using the Smith- Suchanek-Williams (SSW - (Smith et al. (1988))) framework. A 2x2 treatment design varying algorithmic strategy (market-making or...