Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets

Table 1

Parameters.

Parameter	Initial value
	800,000
N	1,000
	1
	10
	1
	10,000
	0.06
	1,000
	10,000
	1.0
	10,000
	10,000
	4
	0.01
	0.003
	10.0