Information Technology and Trader Competition in Financial Markets: Endogenous Liquidity.
Sanjeev DewanHaim MendelsonPublished in: Manag. Sci. (2001)
Keyphrases
- financial markets
- information technology
- global economy
- stock price
- market data
- stock market
- information systems
- portfolio selection
- double auction
- technical indicators
- risk management
- agent based modeling
- portfolio theory
- exchange rate
- knowledge management
- feature selection
- developing countries
- expert systems
- decision making
- trading rules
- stock returns
- data mining