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Research literature / Preprint / posted paper

Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation

Shuto Endo; Takanobu Mizuta; Isao Yagi

Published
Publisher
Elsevier BV
Research area
Capital & markets
Source type
Preprint / posted paper
DOI
10.2139/ssrn.5512598

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Shuto Endo; Takanobu Mizuta; Isao Yagi. Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5512598

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