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Mazza et al., 2019 - Google Patents

Testing the effect of technical analysis on market quality and order book dynamics

Mazza et al., 2019

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Document ID
1606312290889957913
Author
Mazza P
Petitjean M
Publication year
Publication venue
Applied Economics

External Links

Snippet

We find empirical support for the theoretical finding in agent-based models of limit order book markets that the effect of technical trading on market quality is not positive. When signals occur, technical traders lower liquidity as proxied by the relative spread, the effective …
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