Algorithmic trading engines versus human traders - Do they behave differently in securities markets?

17th European Conference on Information Systems, ECIS 2009

Volumn , Issue , 2009, Pages

  Gsell, Markus ^a   Gomber, Peter ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Algorithmic trading; Electronic markets; Order submission; Securities trading

Indexed keywords

ALGORITHMIC TRADING; DATA SETS; ELECTRONIC MARKET; ELECTRONIC TRADING; HUMAN INTERVENTION; MARKET ACTIVITIES; MARKET VOLATILITY; ORDER SUBMISSION; PLACEMENT STRATEGY; QUANTITATIVE MODELS; REAL-TIME MARKET; SECURITIES MARKET; SECURITIES TRADING; TRADING SYSTEMS;

ELECTRONIC COMMERCE; ENGINES; INFORMATION SYSTEMS;

ALGORITHMS;

EID: 84870661060     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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