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Fundamental traders' "tragedy of the commons" : information costs and other determinants for the survival of experts and noise traders in financial markets

Witte, Björn-Christopher - In: Economic modelling 32 (2013), pp. 377-385

Persistent link: https://www.econbiz.de/10009762147

Speculation and hedging in segmented markets

Goldstein, Itay; Li, Yan; Yang, Liyan - In: The review of financial studies 27 (2014) 3, pp. 881-922

Persistent link: https://www.econbiz.de/10010357850

A sectoral analysis of the financial instability hypothesis

Mulligan, Robert F. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 450-459

Persistent link: https://www.econbiz.de/10010374756

The effects of a financial transaction tax in an artificial financial market

Fricke, Daniel; Lux, Thomas - 2013

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these effects, adjustments in trading strategies and their...

Persistent link: https://www.econbiz.de/10009783698

Trading frenzies and their impact on real investment

Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy - In: Journal of financial economics 109 (2013) 2, pp. 566-582

Persistent link: https://www.econbiz.de/10009784160

Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro - 2016

We investigate the effects of different regulatory policies directed towards high-frequency trading (HFT) through an agent-based model of a limit order book able to generate flash crashes as the result of the interactions between low- and high-frequency (HF) traders. We analyze the impact of the...

Persistent link: https://www.econbiz.de/10011457384