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Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Foata, Laurent; Vidhamali, Michael; Abergel, Frédéric - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 139-152). 2011
Persistent link: https://www.econbiz.de/10009349718
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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Essays on financial time series analysis, (pp. 119-167). 2019
The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...
Persistent link: https://www.econbiz.de/10012321328
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The foreign exchange market
Chaboud, Alain; Rime, Dagfinn; Sushko, Vladyslav - In: Research handbook of financial markets, (pp. 253-275). 2023
Persistent link: https://www.econbiz.de/10014331062
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Market structure and bid-ask spread
Schmidt, Hartmut; Iversen, Peter; Treske, Kai - In: Empirical research on the German capital market : with …, (pp. 79-96). 1999
Persistent link: https://www.econbiz.de/10001427620
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Regulating competition between stock exchanges
Schwarz-Schilling, Cara; Wahrenburg, Mark - In: Regulierung, Wettbewerb und Marktwirtschaft : …, (pp. 233-251). 2003
Persistent link: https://www.econbiz.de/10001741547
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Electronization of Nasdaq : will market makers survive?
Sabourin, Delphine; Serval, Thomas - In: Internet and digital economics : [principles, methods …, (pp. 588-616). 2007
Persistent link: https://www.econbiz.de/10003514610
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Future market liquidity under floor and electronic trading
Ap Gwilym, Owain; McManus, Ian; Thomas, Stephen - In: Liquidity, interest rates and banking, (pp. 111-138). 2009
Persistent link: https://www.econbiz.de/10008654512
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Does broker anonymity hide informed traders?
Lepone, Andrew; Segara, Reuben; Wong, Brad - In: Transparency and governance in a global world, (pp. 287-317). 2012
Persistent link: https://www.econbiz.de/10009708452
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Parketthandel versus Computerhandel : Ergebnisse für den deutschen Aktienmarkt
Theissen, Erik - In: Informationssysteme in der Finanzwirtschaft : mit 35 …, (pp. 171-186). 1998
Persistent link: https://www.econbiz.de/10001303901
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High-frequency market making : liquidity provision, adverse selection, and competition
Bellia, Mario - In: Essays on empirical market microstructure and high …, (pp. 48-94). 2018
Persistent link: https://www.econbiz.de/10012028560