Fragmentation in trader preferences among multiple markets: market coexistence versus single market dominance
Technological advancement has led to an increase in the number and type of trading venues and a diversification of goods traded. These changes have re-emphasized the importance of understanding the effects of market competition: does proliferation of trading venues and increased competition lead to...
Main Authors: | Robin Nicole, Aleksandra Alorić, Peter Sollich |
---|---|
Format: | Article |
Language: | English |
Published: |
The Royal Society
2021-08-01
|
Series: | Royal Society Open Science |
Subjects: | |
Online Access: | https://royalsocietypublishing.org/doi/10.1098/rsos.202233 |
Similar Items
-
Sobre la estabilidad de campos Fokker-Planck integrables On the stability of integrables Fokker-Planck fields
by: R Quintero, et al.
Published: (2007-11-01) -
Statistical Modelling and the Fokker-Planck Equation
by: Adesina, Owolabi Abiona
Published: (2008) -
Linear response and stochastic resonance of subdiffusive bistable fractional Fokker-Planck systems and the effects of colored noises on bistable systems.
Published: (2006) -
study of Fokker-Planck equation and subdiffusive fractional Fokker-Planck equation with sinks.
Published: (2004) -
Model of Continuous Random Cascade Processes in Financial Markets
by: Jun-ichi Maskawa, et al.
Published: (2020-11-01)