Fools Rush In: Competitive Effects of Reaction Time in Automated Trading
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- Henry Hanifan & Ben Watson & John Cartlidge & Dave Cliff, 2021. "Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders," Papers 2103.00600, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-01-13 (Computational Economics)
- NEP-MST-2020-01-13 (Market Microstructure)
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