Markus Gsell. Assessing the Impact of Algorithmic Trading on Markets: A Simulation Approach. In Willie Golden, Thomas Acton, Kieran Conboy, Hans van der Heijden, Virpi Kristiina Tuunainen, editors, 16th European Conference on Information Systems, ECIS 2008, Galway, Ireland, 2008. pages 587-598, 2008. [doi]
Abstract is missing.