Aldrich, Eric M. and López Vargas, Kristian (2020). Experiments in high-frequency trading: comparing two market institutions. Experimental Economics, 23. pp. 322-352. Springer.

[img]
Preview
 PDF
Aldrich LopezVargas_EXEC_Experiments in high-frequency trading_WP_SSRN-id3339584-1.pdf - Accepted Version
Download (739kB) | Preview

Item Type: Journal Article
Creators:
CreatorsEmailORCIDORCID Put Code
Aldrich, Eric M.UNSPECIFIEDUNSPECIFIEDUNSPECIFIED
López Vargas, KristianUNSPECIFIEDUNSPECIFIEDUNSPECIFIED
URN: urn:nbn:de:hbz:38-207123
DOI: 10.1007/s10683-019-09605-2
Journal or Publication Title: Experimental Economics
Volume: 23
Page Range: pp. 322-352
Date: 2020
Publisher: Springer
Language: English
Faculty: Faculty of Management, Economy and Social Sciences
Divisions: Faculty of Management, Economics and Social Sciences > Economics > Microeconomics, Institutions and markets > Professorship 1 for Economics
Subjects: Generalities, Science
Economics
Uncontrolled Keywords:
KeywordsLanguage
Market designEnglish
AuctionsEnglish
High-frequency tradingEnglish
Continuous double auctionEnglish
Frequent batch auctionEnglish
Funders: Horizon 2020 ERC-2016-ADG No. 741409
Projects: Economic Engineering of Cooperation in Modern Markets/ERC-2016-ADG No. 741409
Refereed: Yes
URI: http://kups.ub.uni-koeln.de/id/eprint/20712

Downloads

Downloads per month over past year

Altmetric

Export

Actions (login required)

View Item View Item