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TOO FAST TOO FURIOUS - Faster Financial-market Trading Agents Can Give Less Efficient Markets
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TOO FAST TOO FURIOUS - Faster Financial-market Trading Agents Can Give Less Efficient Markets (2012)TOO FAST TOO FURIOUS - Faster Financial-m…High‐Frequency Trading (2012)High‐Frequency TradingHuman-agent auction interactions: adaptive-aggressive agents dominate (2011)Human-agent auction interacti…High-Frequency Trading (2011)High-Frequency TradingEquity Trading in the 21st Century (2011)Equity Trading in the 21st Ce…Strategic bidding in continuous double auctions (2008)Strategic bidding in continuo…Price Formation in Double Auctions (2007)Price Formation in Double Auc…The structure and behaviour of the continuous double auction (2006)The structure and behaviour o…Software agents and market (in) efficiency: a human trader experiment (2006)Software agents and market (i…Strategic sequential bidding in auctions using dynamic programming (2002)Strategic sequential bidding …Agent-human interactions in the continuous double auction (2001)Agent-human interactions in t…Price Formation in Double Auctions (1998)Price Formation in Double Auc…On designing economic agents that behave like human agents (1993)On designing economic agents …Papers in Experimental Economics (1991)Papers in Experimental Econom…An Experimental Study of Competitive Market Behavior (1991)Microeconomic Systems as an Experimental Science (1991)A fuzzy-logic based bidding strategy for autonomous agents in continuous double auctions (2003)Auctions and bidding (2011)Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Agent-based service composition through simultaneous negotiation in forward and reverse auctions (2003)An adaptive attitude bidding strategy for agents in continuous double auctions (2007)Market-Based Task Allocation Mechanisms for Limited-Capacity Suppliers (2007)Principles of Behavior (1944)The organization of behavior. (1950)Asset Prices in an Exchange Economy (1978)A Simulation-Based Approach to Understanding the Dynamics of Innovation Implementation (2002)Two Competing Models of How People Learn in Games (2002)On the convergence of reinforcement learning (2004)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Does Algorithmic Trading Improve Liquidity? (2011)A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS (2012)High Frequency Trading and Price Discovery (2012)A model for unpacking big data analytics in high-frequency trading (2016)The decision and the organization (1965)Internet-Based Virtual Stock Markets for Business Forecasting (2003)The Use of Knowledge in Society (1996)High-performance bidding agents for the continuous double auction (2001)Design of a Multi–Unit Double Auction E–Market (2002)An Experimental Study of Competitive Market Behavior (1962)Evolutionary Game Theory (2011)Online combinatorial double auction for mobile cloud computing markets (2014)Market Making via Reinforcement Learning (2018)HurryDate: Mate preferences in action (2005)Deliberative monetary valuation (DMV): Issues in combining economic and political processes to value environmental change (2007)Rationality in Economics: Constructivist and Ecological Forms (2007)Liquidity Cycles and Make/Take Fees in Electronic Markets (2012)Decentralized Exchange (2017)High frequency trading and extreme price movements (2018)Implications of High-Frequency Trading for Security Markets (2018)High-frequency trading: a literature review (2019)
this work references cited by second hop

References

  • 1998Price Formation in Double Auctions370 cited
  • 1991Papers in Experimental Economics303 cited
  • 2011Equity Trading in the 21st Century294 cited
  • 2011High-Frequency Trading249 cited
  • 2001Agent-human interactions in the continuous double auction229 cited
  • 1993On designing economic agents that behave like human agents211 cited
  • 2007Price Formation in Double Auctions177 cited
  • 2008Strategic bidding in continuous double auctions156 cited
  • 2002Strategic sequential bidding in auctions using dynamic programming110 cited
  • 2012High‐Frequency Trading83 cited
  • 2006The structure and behaviour of the continuous double auction52 cited
  • 2006Software agents and market (in) efficiency: a human trader experiment47 cited
  • 2011Human-agent auction interactions: adaptive-aggressive agents dominate43 cited

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