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20142026
most citedRevisiting Cont's Stylized Facts for Modern Stock Markets

1 citations · 1 across the 3 of their papers we have counts for

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q-fin.TR2026

Testing replication for an agent-based model of market fragmentation and latency arbitrage

Ethan Ratliff-Crain, Colin M. Van Oort, Matthew T. K. Koehler +1

This study strengthens the foundations of multi-venue market modeling by attempting an independent replication of Wah and Wellman's 2016 model of latency arbitrage in a fragmented…