Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
Frequent call markets have been proposed as a market design solution to the latency arms race perpetuated by high-frequency traders in continuous markets, but the path to widespread adoption of such markets is unclear. If such trading mechanisms were available, would anyone want to use them? This is...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
European Alliance for Innovation (EAI)
2016-12-01
|
| Series: | EAI Endorsed Transactions on Serious Games |
| Subjects: | |
| Online Access: | http://eudl.eu/doi/10.4108/eai.8-8-2015.2260356 |