The Behavior of High-Frequency Traders Under Different Market Stress Scenarios

Summary

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Authors: Nicolas Megarbane, Pamela Saliba, Charles-Albert Lehalle, Mathieu Rosenbaum

Journal title: Market Microstructure and Liquidity

Journal publisher: World Scientific

Published year: 2018

Published pages: 1850005

DOI identifier: 10.1142/S2382626618500053

ISSN: 2382-6266