Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?

Khomyn, M Putnins, T

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Field	Value	Language
dc.contributor.author	Khomyn, M
dc.contributor.author	Putnins, T https://orcid.org/0000-0001-5731-499X
dc.date.accessioned	2021-06-02T03:56:30Z
dc.date.available	2021-06-02T03:56:30Z
dc.date.issued	2021
dc.identifier.citation	Journal of Banking and Finance, 2021, 129, pp. 1-16
dc.identifier.issn	0378-4266
dc.identifier.uri	http://hdl.handle.net/10453/149350
dc.language	en
dc.publisher	Elsevier
dc.relation	Capital Markets Cooperative Research Centre - Capital Markets CRC
dc.relation.ispartof	Journal of Banking and Finance
dc.rights	info:eu-repo/semantics/embargoedAccess
dc.subject	0102 Applied Mathematics, 1401 Economic Theory, 1502 Banking, Finance and Investment
dc.subject.classification	Finance
dc.title	Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?
dc.type	Journal Article
utslib.citation.volume	129
utslib.for	0102 Applied Mathematics
utslib.for	1401 Economic Theory
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
utslib.copyright.status	open_access	*
pubs.consider-herdc	true
utslib.copyright.embargo	2022-11-01T00:00:00+1000Z
dc.date.updated	2021-06-02T03:56:29Z
pubs.publication-status	Published
pubs.volume	129

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