The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger; Mark DeSantis; David Porter

doi:10.3905/joi.2020.1.132

The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis and David Porter

The Journal of Investing June 2020, joi.2020.1.132; DOI: https://doi.org/10.3905/joi.2020.1.132

Nathanael Berger

is a researcher at MobLab Inc. in Pasadena, CA

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Mark DeSantis

is an associate professor at the Argyros School of Business and Economics, Economic Science Institute at Chapman University in Orange, CA

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

David Porter

is a professor at the Argyros School of Business and Economics at the Economic Science Institute at Chapman University in Orange, CA

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Investing

Vol. 29, Issue 4

June 2020

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Investing.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following The Impact of High-Frequency Trading in Experimental Markets

Message Subject (Your Name) has sent you a message from The Journal of Investing

Message Body (Your Name) thought you would like to see the The Journal of Investing web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis, David Porter

The Journal of Investing Apr 2020, joi.2020.1.132; DOI: 10.3905/joi.2020.1.132

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis, David Porter

The Journal of Investing Apr 2020, joi.2020.1.132; DOI: 10.3905/joi.2020.1.132

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

The Journal of Investing

The Impact of High-Frequency Trading in Experimental Markets

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

The Impact of High-Frequency Trading in Experimental Markets

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected