Algorithmic trading: issues and preliminary evidence
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Cited by:
- Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva, 2017.
"Cowboying Stock Market Herds with Robot Traders,"
Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 393-423, October.
- Galimberti, Jaqueson & Suhadolnik, Nicolas & Da Silva, Sergio, 2016. "Cowboying Stock Market Herds with Robot Traders," MPRA Paper 71758, University Library of Munich, Germany.
- Hoffmann, Peter, 2013. "A dynamic limit order market with fast and slow traders," Working Paper Series 1526, European Central Bank.
- Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014. "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, vol. 20(C), pages 129-150.
- Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne, 2014. "Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2014/3, University of Stavanger.
- Lee, Kyungsub & Seo, Byoung Ki, 2017.
"Marked Hawkes process modeling of price dynamics and volatility estimation,"
Journal of Empirical Finance, Elsevier, vol. 40(C), pages 174-200.
- Kyungsub Lee & Byoung Ki Seo, 2019. "Marked Hawkes process modeling of price dynamics and volatility estimation," Papers 1907.12025, arXiv.org.
- Hoffmann, Peter, 2014. "A dynamic limit order market with fast and slow traders," Journal of Financial Economics, Elsevier, vol. 113(1), pages 156-169.
- Hoffmann, Peter, 2012. "A dynamic limit order market with fast and slow traders," MPRA Paper 39855, University Library of Munich, Germany.
- Hoffmann, Peter, 2012. "A dynamic limit order market with fast and slow traders," MPRA Paper 44621, University Library of Munich, Germany, revised Jan 2013.
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