Humans in charge of trading robots: The first experiment

E Asparouhova, P Bossaerts, X Cai, K Rotaru… - Review of …, 2024 - academic.oup.com
We present results from an experiment where participants have access to automated trading
algorithms, which they may deploy at will while still trading manually. Treatments differ in …

[PDF][PDF] Algorithmic trading, price efficiency and welfare: An experimental approach

B Corgnet, M DeSantis, C Siemroth - 2024 - econstor.eu
We develop a novel experimental paradigm to study the causal impact of two classes of
trading algorithms on price efficiency, trading volume, liquidity, and welfare. In our design …