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Experiments in high-frequency trading: comparing two market institutions
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Experiments in high-frequency trading: comparing two market institutions (2019)Experiments in high-frequency trading: co…Subject pool recruitment procedures: organizing experiments with ORSEE (2015)Subject pool recruitment proc…Equilibrium fast trading (2015)Equilibrium fast tradingHigh-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…Low-Latency Trading (2011)Low-Latency TradingReview of Economic Studies (2010)Review of Economic StudiesThe New Palgrave Dictionary of Economics (2008)The New Palgrave Dictionary o…Last-Minute Bidding and the Rules for Ending Second-Price Auctions: Evidence from eBay and Amazon Auctions on the Internet (2002)Last-Minute Bidding and the R…Order flow composition and trading costs in a dynamic limit order market (1999)Order flow composition and tr…Momentum Strategies (1996)Momentum StrategiesBubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…An Experimental Study of Competitive Market Behavior (1991)An Experimental Study of Comp…Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets (1988)Rational Expectations and the…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models (1982)Efficiency of Experimental Se…An Experimental Study of Competitive Market Behavior (1962)An Experimental Study of Comp…The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Continuous Auctions and Insider Trading (1985)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics (2002)The Winner's Curse, Reserve Prices, and Endogenous Entry: Empirical Insights from eBay Auctions (2003)Trust among strangers in internet transactions: Empirical analysis of eBay' s reputation system (2004)Reputation in Auctions: Theory, and Evidence from e Bay (2006)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Replicating Anomalies (2018)Experimental Economics: Induced Value Theory (1991)Microeconomic Systems as an Experimental Science (1991)Constructivist and Ecological Rationality in Economics (2003)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Why is There so Little Money in U.S. Politics? (2003)Belief in a Just World and Redistributive Politics (2006)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)Industrial Organization Theory and Experimental Economics (2001)Chapter 8 The Economics of Fairness, Reciprocity and Altruism – Experimental Evidence and New Theories (2006)Lying Aversion and the Size of the Lie (2016)Preferences for Truth-Telling (2016)Obviously Strategy-Proof Mechanisms (2017)
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References

  • 2010Review of Economic Studies2,967 cited
  • 2015Subject pool recruitment procedures: organizing experiments with ORSEE2,285 cited
  • 1996Momentum Strategies1,275 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 1962An Experimental Study of Competitive Market Behavior1,081 cited
  • 1991An Experimental Study of Competitive Market Behavior1,019 cited
  • 2002Last-Minute Bidding and the Rules for Ending Second-Price Auctions: Evidence from eBay and Amazon Auctions on the Internet966 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 2011Low-Latency Trading880 cited
  • 2008The New Palgrave Dictionary of Economics872 cited
  • 1999Order flow composition and trading costs in a dynamic limit order market673 cited
  • 1988Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets585 cited
  • 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models

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  • 2015Equilibrium fast trading536 cited
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