Assessing the impact of algorithmic trading on markets: A simulation approach
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References listed on IDEAS
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- Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
- repec:eee:riibaf:v:41:y:2017:i:c:p:158-171 is not listed on IDEAS
- Alexandru Mandes, 2015. "Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework," MAGKS Papers on Economics 201515, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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KeywordsAlgorithmic Trading; Simulation; Double Auction;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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