Does Electronic Trading Improve Market Efficiency? Evidence from Spatial Arbitrage in the Automotive Market.
Eric OverbyJonathan ClarkePublished in: ICIS (2010)
Keyphrases
- financial markets
- electronic markets
- stock price
- foreign exchange
- market data
- trading strategies
- futures market
- stock market
- dow jones
- stock exchange
- agent mediated
- portfolio management
- electricity markets
- spatio temporal
- trading systems
- electronic marketplaces
- trading agents
- electronic commerce
- stock data
- financial data
- decision making
- market participants
- spatial and temporal
- short term
- competitive market
- investment strategies
- trading rules
- supply chain
- technical indicators
- double auction
- neural network