Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Imitation-theory and experimental evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simulation analysis of the microstructure of double auction markets* / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of heterogeneous trading rules on the limit order book and order flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: There's more to volatility than volume / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rescaled variance and related tests for long memory in volatility and levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Do stylised facts of order book markets need strategic behaviour? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Agent-based computational finance: Suggested readings and early research / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series properties of an artificial stock market / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Long Memory of the Efficient Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Term Memory in Stock Market Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order-splitting and long-memory in an order-driven market / rank
 
Normal rank

Latest revision as of 19:44, 4 July 2024

scientific article
Language Label Description Also known as
English
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
scientific article

    Statements

    Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (English)
    0 references
    0 references
    13 January 2012
    0 references

    Identifiers