RePEcTrading, Microstructure & Execution
Liquidation Strategies' Effects in Multi-Asset Market
The paper reveals that certain algorithmic trading strategies can lower liquidation costs but may negatively affect market indicators in a multi-asset artificial stock market.
Featured in No. 26 on 15 Nov 2023 · on release day
- Released
- 15 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).