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The behaviour of high-frequency traders under different market stress scenarios
Megarbane, Nicolas, Saliba, Pamela, Lehalle, Charles-Albert, Rosenbaum, MathieuLanguage:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/s2382626618500053
Date:
March, 2018
File:
PDF, 2.80 MB
english, 2018