Experiments in high-frequency trading: comparing two market institutions

Author:

Aldrich Eric M.,López Vargas Kristian

Funder

H2020 European Research Council

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous)

Reference71 articles.

1. Aldrich, E. M. & Friedman, D. (2017). Order protection through delayed messaging. In Working paper (pp. 1–43).

2. Anderson, S., Johnston, D., Walker, J., & Williams, A. (1991). The efficiency of experimental asset markets: Empirical robustness and subject sophistication. In R. Mark Isaac (Ed.), Research in experimental economics (pp. 107–190). Greenwich, CT: JAI Press.

3. Ariely, D., Ockenfels, A., Ariely, D., Ockenfels, A., Roth, A., & Roth, A. (2005). An experimental analysis of ending rules in internet auctions. RAND Journal of Economics, 36, 890–907.

4. Baldauf, M., & Mollner, J. (2015a). High-frequency trading and market performance. In Working paper.

5. Baldauf, M., & Mollner, J. (2015b). Trading in fragmented markets. In Working Paper.

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