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Classification of position management strategies at the order-book level and their influences on future market-price formation
Financial prices fluctuate as a results of the market impact of the flow of transactions between traders. Reciprocally, several studies of market microstructure have shown how decisions of individual traders or banks, implemented in their trading strategies, are affected by historical market informa...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6707548/ https://www.ncbi.nlm.nih.gov/pubmed/31442240 http://dx.doi.org/10.1371/journal.pone.0220645 |