Narrow search
Showing 1 - 10 of 12,652
Cover Image
Competition for order flow and the theory of global games : the impact of alternative trading systems on securities markets
Dönges, Jutta A. - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001601539
Cover Image
Competition for order flow as a coordination game
Dönges, Jutta A. - 2001
Persistent link: https://www.econbiz.de/10013444421
Cover Image
Cash providers : asset dissemination over intermediation chains
Colliard, Jean-Edouard; Demange, Gabrielle - 2015
Persistent link: https://www.econbiz.de/10011316531
Cover Image
Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge; Schied, Alexander - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
Cover Image
High-frequency trading : insights from analytical models and simulated agent-based models
Kalimullina, Lina - 2019
Persistent link: https://www.econbiz.de/10012195053
Cover Image
Mean-field game strategies for optimal execution
Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba - In: Applied mathematical finance 26 (2019) 2, pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Cover Image
Can high-frequency traders game futures?
Aldridge, Irene - In: The journal of trading 7 (2012) 2, pp. 75-82
Persistent link: https://www.econbiz.de/10009670692
Cover Image
Optimal trading with differing trade signals
Donnelly, Ryan; Lorig, Matthew - In: Applied mathematical finance 27 (2020) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
Cover Image
Can High-Frequency Traders Game Futures?
Aldridge, Irene - 2012
This article describes a simple test to assess the feasibility of high-frequency “pump-and-dump” arbitrage. Using the …
Persistent link: https://www.econbiz.de/10013111230
Cover Image
Trading and information diffusion in over-the-counter markets
Babus, Ana; Kondor, Péter - 2012
Persistent link: https://www.econbiz.de/10011623074