Algorithmic Collusion in Electronic Markets: The Impact of Tick Size-Reference-Cited by-同舟云学术

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Algorithmic Collusion in Electronic Markets: The Impact of Tick Size

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cartea Álvaro,Chang Patrick,Penalva José

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference60 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;The Review of Financial Studies,1988

2. Market making with discrete prices;V Anshuman;The Review of Financial Studies,1998

3. Quantifying the High-Frequency Trading "Arms Race;Matteo Aquilina;The Quarterly Journal of Economics,2021

4. The nonstochastic multiarmed bandit problem;Peter Auer;SIAM journal on computing,2002

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamics of market making algorithms in dealer markets: Learning and tacit collusion;Mathematical Finance;2023-05-30

2. Parameterised response zero intelligence traders;Journal of Economic Interaction and Coordination;2023-05-30

3. AI-driven liquidity provision in OTC financial markets;Quantitative Finance;2022-10-21

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