Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets-Reference-Cited by-同舟云学术

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Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets

Published:2017-04 Issue:2-3 Volume:24 Page:73-79
ISSN:1055-615X
Container-title:Intelligent Systems in Accounting, Finance and Management
language:en
Short-container-title:Intell Sys Acc Fin Mgmt

Author:

Veryzhenko Iryna¹,Arena Lise²,Harb Etienne³,Oriol Nathalie⁴

Affiliation:

1. Labex ReFi, LIRSA-CNAM, 40 rue des Jeûneurs; 75002 Paris France

2. GREDEG-Université Nice Sophia-Antipolis

3. Essca Research Lab, 55 Quai Alphonse le Gallo; 92513 Boulogne-Billancourt France

4. Côte d'Azur University - SRM - GREDEG - CNRS, 250 rue Albert Einstein; 06560 Valbonne France

Publisher

Wiley

Subject

Finance,General Business, Management and Accounting

Reference39 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Using the longitudinal structure of earnings to estimate the effect of training programs;Ashenfelter;The Review of Economics and Statistics,1985

3. Transaction tax and stock market behavior: Evidence from an emerging market;Baltagi;Empirical Economics,2006

4. Becchetti , L. Ferrari , M. Trenta , U. 2013 The impact of the french tobin tax, cEIS Working paper

5. Transaction tax and market quality of the taiwan stock index futures;Bloomfield;Journal of Futures Markets,2006

Cited by 5 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. Who gains and who loses on stock markets? Risk preferences and timing matter;Intelligent Systems in Accounting, Finance and Management;2021-04

2. Tick size and market quality: Simulations based on agent‐based artificial stock markets;Intelligent Systems in Accounting, Finance and Management;2020-06-21

3. The role of attribute selection in Deep ANNs learning framework for high‐frequency financial trading;Intelligent Systems in Accounting, Finance and Management;2020-03-12

4. Multi-agent technologies in economics;Intelligent Systems in Accounting, Finance and Management;2017-04

5. A Review of Recent Artificial Market Simulation Studies for Financial Market Regulations And/Or Rules;SSRN Electronic Journal;2016

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