High frequency trading strategies, market fragility and price spikes: an agent based model perspective

Frank McGroarty, Ash Booth, Enrico Gerding, Venkata L. Raju Chinthalapati. High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Annals OR, 282(1-2):217-244, 2019. [doi]

Abstract

Abstract is missing.