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q-fin.TR2020
Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance
Robin Nicole, Aleksandra Alorić, Peter Sollich
Technological advancement has lead to an increase in number and type of trading venues and diversification of goods traded. These changes have re-emphasized the importance of under…
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…