Asset price and trade volume relation in artificial market impacted by value investors

DOI10.1016/J.PHYSA.2015.12.134zbMath1400.91205OpenAlexW2233113241MaRDI QIDQ1619297

K. Tangmongkollert, Sujin Suwanna

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.134

zbMATH Keywords

artificial pricedouble auction marketprice-volume relationship

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Modeling and complexity of stochastic interacting Lévy type financial price dynamics

Cites Work

• Endogenous leverage and asset pricing in double auctions
• Simple stochastic order-book model of swarm behavior in continuous double auction
• Brownian Motion in the Stock Market
• Introduction to Econophysics

This page was built for publication: Asset price and trade volume relation in artificial market impacted by value investors