Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets
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- Austin Gerig & David Michayluk, 2010.
"Automated Liquidity Provision and the Demise of Traditional Market Making,"
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- Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-11-22 (Financial Markets)
- NEP-MST-2013-11-22 (Market Microstructure)
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