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Arbitrage bots in experimental asset markets
Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
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Essays in financial economics
Savor, Pavel - 2006
Persistent link: https://www.econbiz.de/10003965701
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Connecting supply, short-sellers and stock returns : research challenges
Reed, Adam V. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 97-103
Persistent link: https://www.econbiz.de/10011438628
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Arbitrage Bots in Experimental Asset Markets
Angerer, Martin; Neugebauer, Tibor; Shachat, Jason - 2022
Trading algorithms are an integral component of modern asset markets. In two experimental markets for long-lived correlated assets we examine the impact of alternative types of arbitrage-seeking algorithms. These arbitrage robot traders vary in their latency and whether they make or take market...
Persistent link: https://www.econbiz.de/10013308153
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike; Kirchkamp, Oliver - 2015
experiment to measure changes of human trading behavior if these humans expect algorithmic traders. To disentangle the direct …
Persistent link: https://www.econbiz.de/10011392621
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Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike; Kirchkamp, Oliver - 2015
experiment to measure human trading behaviour changes if these humans expect algorithmic traders. To disentangle the direct …
Persistent link: https://www.econbiz.de/10010477118
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - In: The European journal of finance 29 (2023) 3, pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
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On the benefits of robo-advice in financial markets
Lambrecht, Marco; Oechssler, Joerg; Weidenholzer, Simon - 2023
on individual characteristics like risk attitudes. In a portfolio choice experiment running over 10 weeks, we study how …
Persistent link: https://www.econbiz.de/10014380288
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Macroeconomic risk and asset pricing : estimating the APT with observable factors
Ammer, John - 1993
Persistent link: https://www.econbiz.de/10000870264