Matches in SemOpenAlex for { <https://semopenalex.org/work/W2296971019> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2296971019 abstract "This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets' intraday dynamics, by evaluating the interaction between multiple trading strategies within a computer laboratory, i.e. an artificial stock market. Initially, a realistic base-line model is set up around a continuous double auction market, with trading being pursued only by four types of low-frequency market participants. Sequentially, the high-frequency agents are added to the model and the corresponding changes related to various measures of market quality and market systemic risk are analyzed, under both regular and market stress conditions, such as when the order ow balance is suddenly disrupted by a large volume-in-line sell program. A detailed intraday analysis of a ash crash emergence is also conducted. Finally, possible regulatory policies such as minimum holding or quote resting time and financial-transaction taxes are assessed." @default.
- W2296971019 created "2016-06-24" @default.
- W2296971019 creator A5058889941 @default.
- W2296971019 date "2015-01-01" @default.
- W2296971019 modified "2023-09-27" @default.
- W2296971019 title "Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework" @default.
- W2296971019 hasPublicationYear "2015" @default.
- W2296971019 type Work @default.
- W2296971019 sameAs 2296971019 @default.
- W2296971019 citedByCount "0" @default.
- W2296971019 crossrefType "posted-content" @default.
- W2296971019 hasAuthorship W2296971019A5058889941 @default.
- W2296971019 hasConcept C10138342 @default.
- W2296971019 hasConcept C11906137 @default.
- W2296971019 hasConcept C127288500 @default.
- W2296971019 hasConcept C144133560 @default.
- W2296971019 hasConcept C151730666 @default.
- W2296971019 hasConcept C182306322 @default.
- W2296971019 hasConcept C183469790 @default.
- W2296971019 hasConcept C183582576 @default.
- W2296971019 hasConcept C19244329 @default.
- W2296971019 hasConcept C199360897 @default.
- W2296971019 hasConcept C24683644 @default.
- W2296971019 hasConcept C2777209242 @default.
- W2296971019 hasConcept C2780299701 @default.
- W2296971019 hasConcept C2780762169 @default.
- W2296971019 hasConcept C41008148 @default.
- W2296971019 hasConcept C51926234 @default.
- W2296971019 hasConcept C75949130 @default.
- W2296971019 hasConcept C86803240 @default.
- W2296971019 hasConcept C98965940 @default.
- W2296971019 hasConceptScore W2296971019C10138342 @default.
- W2296971019 hasConceptScore W2296971019C11906137 @default.
- W2296971019 hasConceptScore W2296971019C127288500 @default.
- W2296971019 hasConceptScore W2296971019C144133560 @default.
- W2296971019 hasConceptScore W2296971019C151730666 @default.
- W2296971019 hasConceptScore W2296971019C182306322 @default.
- W2296971019 hasConceptScore W2296971019C183469790 @default.
- W2296971019 hasConceptScore W2296971019C183582576 @default.
- W2296971019 hasConceptScore W2296971019C19244329 @default.
- W2296971019 hasConceptScore W2296971019C199360897 @default.
- W2296971019 hasConceptScore W2296971019C24683644 @default.
- W2296971019 hasConceptScore W2296971019C2777209242 @default.
- W2296971019 hasConceptScore W2296971019C2780299701 @default.
- W2296971019 hasConceptScore W2296971019C2780762169 @default.
- W2296971019 hasConceptScore W2296971019C41008148 @default.
- W2296971019 hasConceptScore W2296971019C51926234 @default.
- W2296971019 hasConceptScore W2296971019C75949130 @default.
- W2296971019 hasConceptScore W2296971019C86803240 @default.
- W2296971019 hasConceptScore W2296971019C98965940 @default.
- W2296971019 hasLocation W22969710191 @default.
- W2296971019 hasOpenAccess W2296971019 @default.
- W2296971019 hasPrimaryLocation W22969710191 @default.
- W2296971019 hasRelatedWork W185982799 @default.
- W2296971019 hasRelatedWork W2018908037 @default.
- W2296971019 hasRelatedWork W2057537221 @default.
- W2296971019 hasRelatedWork W2060702878 @default.
- W2296971019 hasRelatedWork W2103564801 @default.
- W2296971019 hasRelatedWork W2111719593 @default.
- W2296971019 hasRelatedWork W2169443334 @default.
- W2296971019 hasRelatedWork W2253240006 @default.
- W2296971019 hasRelatedWork W2383432863 @default.
- W2296971019 hasRelatedWork W2411288380 @default.
- W2296971019 hasRelatedWork W2493751657 @default.
- W2296971019 hasRelatedWork W2800914344 @default.
- W2296971019 hasRelatedWork W2913145731 @default.
- W2296971019 hasRelatedWork W2944714018 @default.
- W2296971019 hasRelatedWork W3121207125 @default.
- W2296971019 hasRelatedWork W3123780459 @default.
- W2296971019 hasRelatedWork W3125643416 @default.
- W2296971019 hasRelatedWork W3214088766 @default.
- W2296971019 hasRelatedWork W375446042 @default.
- W2296971019 hasRelatedWork W167681572 @default.
- W2296971019 isParatext "false" @default.
- W2296971019 isRetracted "false" @default.
- W2296971019 magId "2296971019" @default.
- W2296971019 workType "article" @default.