@unpublished{jacobleal:hal-01070542, TITLE = {{Rock around the clock: an agent-based model of low- and high-frequency trading}}, AUTHOR = {Jacob Leal, Sandrine and Napoletano, Mauro and Roventini, Andrea and Fagiolo, Giorgio}, URL = {https://sciencespo.hal.science/hal-01070542}, NOTE = {working paper or preprint}, YEAR = {2014}, MONTH = Feb, KEYWORDS = {Agent-based models ; Limit order book ; High-frequency trading ; low-frequency trading ; Flash crashes ; Market volatility}, PDF = {https://sciencespo.hal.science/hal-01070542/file/wp2014-03.pdf}, HAL_ID = {hal-01070542}, HAL_VERSION = {v1}, }