Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading-Reference-Cited by-同舟云学术

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Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jacob Leal Sandrine,Napoletano Mauro,Roventini Andrea,Fagiolo Giorgio

Publisher

Elsevier BV

Reference50 articles.

1. High Frequency Traders: Taking Advantage of Speed

2. A directional-change events approach for studying financial time series;M Aloud;Economics Discussion Paper,2011

3. Modeling the fx market traders' behavior: An agent-based approach;M Aloud;Simulation in Computational Finance and Economics: Tools and Emerging Applications,2013

4. Order flow, transaction clock and normality of asset returns;T An�;Journal of Finance,2000

5. High-frequency trading in a limit order book;M Avellaneda;Quantitative Finance,2008

Cited by 1 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. Exploring Market Making Strategy for High Frequency Trading: An Agent-Based Approach;Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014;2015

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