|
|||||
|
|
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs |
|
| Authors: | Liuzzi Danilo Pellizzari Paolo Tolotti Marco |
| Affiliation: | 1.Department of Management, Ca’ Foscari University of Venice, Cannaregio 873, 30121, Venice, Italy ;2.Department of Economics, Ca’ Foscari University of Venice, Cannaregio 873, 30121, Venice, Italy ; |
| Abstract: | Journal of Economic Interaction and Coordination - In this paper, we propose an artificial market to model high-frequency trading where fast traders use threshold rules strategically to issue... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |