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We experimentally investigate whether and how the potential presence of algorithmic trading (AT) in human-only asset markets can influence humans’ price forecasts, trading activities and price dynamics. Two trading strategies commonly employed by high-frequency traders, spoofing (SP) – associated with market manipulation – and market making (MM) – seen as liquidity provision – are considered.
Dans cette vidéo, Wael Rouatbi présente son article intitulé « The role of multiple large shareholders in the choice of debt source» , co-écrit...
La compétence collective résulte d’une alchimie complexe, et il ne suffit pas de rassembler des compétences individuelles pour y parvenir. Pourtant, les managers ont...
Drawing from women's testimonials in The Guardian and from contributions of feminist writers, Virginia Woolf, Julia Kristeva, and Margaret Mead, we start a conversation...
