Examining the effectiveness of price limits in an artificial stock market (Q602992): Difference between revisions

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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+More hedging instruments may destabilize markets
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+Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
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+The dynamics of speculative behaviour
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+Asset price and wealth dynamics under heterogeneous expectations
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+Heterogeneous beliefs, risk and learning in a simple asset pricing model
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+HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
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+A simulation analysis of the microstructure of double auction markets*
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+Asset price and wealth dynamics in a financial market with heterogeneous agents
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+Power-law behaviour, heterogeneity, and trend chasing
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+A simple general approach to inference about the tail of a distribution
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+Financial markets as nonlinear adaptive evolutionary systems
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+Agent-based computational finance: Suggested readings and early research
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+Time series properties of an artificial stock market
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+Time variation of second moments from a noise trader/infection model
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+Artificial economic life: A simple model of a stockmarket
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+Handbook of computational economics. Vol. 2: Agent-based computational economics
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+Speculative markets and the effectiveness of price limits
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+TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
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