6 citations · 13 across the 3 of their papers we have counts for
3 papers
q-fin.TR2019★ 3 cited
Market fragmentation and market consolidation: Multiple steady states in systems of adaptive traders choosing where to trade
Aleksandra Alorić, Peter Sollich
Technological progress is leading to proliferation and diversification of trading venues, thus increasing the relevance of the long-standing question of market fragmentation versus…
econ.GN2017★ 6 cited
Spontaneous Segregation of Agents Across Double Auction Markets
Aleksandra Alorić, Peter Sollich, Peter McBurney
In this paper we investigate the possibility of spontaneous segregation into groups of traders that have to choose among several markets. Even in the simplest case of two markets a…
econ.GN2015★ 4 cited
Emergence of Cooperative Long-term Market Loyalty in Double Auction Markets
Aleksandra Aloric, Peter Sollich, Peter McBurney +1
Loyal buyer-seller relationships can arise by design, e.g. when a seller tailors a product to a specific market niche to accomplish the best possible returns, and buyers respond to…