SSRNTrading, Microstructure & Execution
Spoofing and Manipulating Order Books with Learning Algorithms
The paper presents a model to test if a trading algorithm can manipulate the limit order book, concluding that market conditions can allow such manipulation.
Featured in No. 27 on 29 Nov 2023 · 8 days after release · 4 citations today
- Released
- 21 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- SSRN 4639959
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).