High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High frequency trading strategies, market fragility and price spikes: an agent based model perspective |
scientific article |
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High frequency trading strategies, market fragility and price spikes: an agent based model perspective (English)
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20 January 2020
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agent-based model
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MIFiD II
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limit order book
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stylised facts
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algorithmic trading
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