Algorithmic trading engines versus human traders: Do they behave different in securities markets?
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References listed on IDEAS
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2005.
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American Finance Association, vol. 60(4), pages 1825-1863, August.
- Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
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- repec:spr:infosf:v:15:y:2013:i:5:d:10.1007_s10796-013-9442-9 is not listed on IDEAS
- He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015. "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, vol. 22(C), pages 27-49.
More about this item
KeywordsElectronic Markets; Algorithmic Trading; Order Submission; Securities Trading;
- D0 - Microeconomics - - General
StatisticsAccess and download statistics
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