Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework
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DOI: 10.1007/s10614-019-09891-1
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More about this item
Keywords
Agent-based modeling; High-frequency trading; Electronic liquidity provision; Market quality; Flash crash; Regulatory policy;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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