How Does High Frequency Risk Hedge Activity Have an Affect on Underlying Market?: Analysis by Artificial Market Model

Saki Kawakubo, Kiyoshi Izumi, Shinobu Yoshimura. How Does High Frequency Risk Hedge Activity Have an Affect on Underlying Market?: Analysis by Artificial Market Model. JACIII, 18(4):558-566, 2014. [doi]

Abstract

Abstract is missing.