Amanote Research

Amanote Research

    RegisterSign In

Agent-Based Model Exploration of Latency Arbitrage in Fragmented Financial Markets

doi 10.1109/ssci.2018.8628638
Full Text
Open PDF
Abstract

Available in full text

Date

November 1, 2018

Authors
Matthew DuffinJohn Cartlidge
Publisher

IEEE


Related search

Consentaneous Agent-Based and Stochastic Model of the Financial Markets

PLoS ONE
Multidisciplinary
2014English

Arbitrage and Pricing in Financial Markets With Interval Data

China-USA Business Review
2012English

Multi-Agent Simulation of Financial Markets

English

Trading and Arbitrage in Cryptocurrency Markets

SSRN Electronic Journal
2018English

Arbitrage Pricing Theory in International Markets

English

Unemployment Benefits and Financial Leverage in an Agent Based Macroeconomic Model

Economics
EconomicsEconometricsFinance
2013English

Intraday Price Discovery in Fragmented Markets

Journal of Financial Markets
EconomicsEconometricsFinance
2017English

Intraday Price Discovery in Fragmented Markets

SSRN Electronic Journal
2014English

Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance
EconomicsEconometricsFinance
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy