Pages that link to "Item:Q4963045"

The following pages link to The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response * (Q4963045):

Displaying 19 items.

• The rise of the machines in commodities markets: new evidence obtained using strongly typed genetic programming (Q1703560) (← links)
• Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
• Investment in high-frequency trading technology: a real options approach (Q1754760) (← links)
• Rational quantitative trading in efficient markets (Q1995286) (← links)
• Rational destabilization in a frictionless market (Q1995315) (← links)
• Attainment of equilibrium via Marshallian path adjustment: queueing and buyer determinism (Q1995463) (← links)
• Optimality versus practicality in market design: a comparison of two double auctions (Q2016235) (← links)
• On the many-server fluid limit for a service system with routing based on delayed information (Q2060535) (← links)
• Over-the-counter versus double auction in asset markets with near-zero-intelligence traders (Q2098003) (← links)
• Informed speculation with k-level reasoning (Q2123168) (← links)
• Intermediation and price volatility (Q2138087) (← links)
• Machine learning and speed in high-frequency trading (Q2152342) (← links)
• High frequency traders and the price process (Q2190209) (← links)
• The high frequency trade off between speed and sophistication (Q2191510) (← links)
• Convergence within binary market scoring rules (Q2305052) (← links)
• Last look (Q4555124) (← links)
• Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
• A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
• Intraday power trading: toward an arms race in weather forecasting? (Q6103186) (← links)