Fundamentalists clashing over the book: a study of order-driven stock markets (Q4647292): Difference between revisions

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+Statistical properties of stock order books: empirical results and models
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+A simulation analysis of the microstructure of double auction markets*
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+On financial markets trading
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+Market Behavior in a Clearing House
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+Information, trade and common knowledge
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+Agent-based simulation of a financial market
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+Statistical theory of the continuous double auction
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+Simulating the madness of crowds: Price bubbles in an auction-mediated robot market
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