On Detecting Spoofing Strategies in High Frequency Trading
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Cited by:
- Xintong Wang & Christopher Hoang & Yevgeniy Vorobeychik & Michael P. Wellman, 2021. "Spoofing the Limit Order Book: A Strategic Agent-Based Analysis," Games, MDPI, vol. 12(2), pages 1-43, May.
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This paper has been announced in the following NEP Reports:- NEP-MST-2020-10-19 (Market Microstructure)
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