"High frequency trading strategies, market fragility and price spikes: an ..."

Frank McGroarty et al. (2019)

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DOI: 10.1007/S10479-018-3019-4

access: open

type: Journal Article

metadata version: 2022-07-07

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  - journals/anor/McGroartyBGC19
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  - https://dblp.org/rec/journals/anor/McGroartyBGC19
Frank McGroarty, Ash Booth, Enrico H. Gerding, Venkata L. Raju Chinthalapati:
High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Ann. Oper. Res. 282(1-2): 217-244 (2019)

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