A dynamic limit order market with fast and slow traders
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Cited by:
- Brogaard, Jonathan & Garriott, Corey, 2019.
"High-Frequency Trading Competition,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1469-1497, August.
- Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014. "High-Frequency Trading Competition," Staff Working Papers 14-19, Bank of Canada.
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More about this item
Keywords
high-frequency trading; limit order market;JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- D62 - Microeconomics - - Welfare Economics - - - Externalities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2013-08-23 (Market Microstructure)
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