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Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Leal, Sandrine Jacob; Napoletano, Mauro - 2016
Persistent link: https://www.econbiz.de/10011644118
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Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Leal, Sandrine Jacob; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 15-41
Persistent link: https://www.econbiz.de/10012138458
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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru - 2015
This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets …
Persistent link: https://www.econbiz.de/10010531038
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Impact of electronic liquidity providers within a high-frequency agent-based modeling framework
Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450
Persistent link: https://www.econbiz.de/10012223640
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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111
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Toward an understanding of market resilience : market liquidity and heterogeneity in the investor decision cycle
Bookstaber, Richard M.; Foley, Michael D.; Tivnan, Brian F. - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10011700963
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Momentum crashes and variations to market liquidity
Butt, Hilal Anwar; Virk, Nader Shahzad - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
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High-frequency trading, stock volatility, and intraday crashes
Ben Ammar, Imen; Hellara, Slaheddine - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 337-344
Persistent link: https://www.econbiz.de/10013334894
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Complex interactions in financial markets
Finger, Karl - 2014
Persistent link: https://www.econbiz.de/10011305495
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2017
frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity … consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes the market more … illiquid, fostering the initial demand hike. This can generate market instability, where an initial dearth of liquidity …
Persistent link: https://www.econbiz.de/10011637013