Pages that link to "Item:Q951476"

The following pages link to Speculative markets and the effectiveness of price limits (Q951476):

Displaying 15 items.

• Heterogeneous fundamentalists and market maker inventories (Q506814) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
• A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
• Commodity markets, price limiters and speculative price dynamics (Q956452) (← links)
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
• On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• Dynamical analysis for a model of asset prices with two delays (Q1619183) (← links)
• Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
• Introducing a price variation limiter mechanism into a behavioral financial market model (Q4591730) (← links)
• Bifurcation analysis of a non-standard finite difference scheme for a time-delayed model of asset prices (Q4916364) (← links)
• TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)
• THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS (Q5484258) (← links)
• Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations (Q6049579) (← links)