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"Impact of High-Frequency Trading with an Order Book Imbalance Strategy on ..."

Isao Yagi, Mahiro Hoshino, Takanobu Mizuta (2023)

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DOI: 10.1155/2023/3996948

access: open

type: Journal Article

metadata version: 2023-03-28

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  - journals/complexity/YagiHM23
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  - https://dblp.org/rec/journals/complexity/YagiHM23
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta:
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets. Complex. 2023: 3996948:1-3996948:12 (2023)

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