activity
20192026
most citedFragmentation and inefficiencies in US equity markets: Evidence from the Dow 30

12 citations · 12 across the 3 of their papers we have counts for

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Showing 2023Show all

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q-fin.TR2023

Adaptive Agents and Data Quality in Agent-Based Financial Markets

Colin M. Van Oort, Ethan Ratliff-Crain, Brian F. Tivnan +1

We present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market S…