On financial markets trading

DOI10.1016/S0378-4371(00)00548-3zbMath0971.91505arXivcond-mat/0010280MaRDI QIDQ1591780

F. Franci, Lorenzo Matassini

Publication date: 9 January 2001

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0010280

zbMATH Keywords

price formationresource distributionstockmarket model

Mathematics Subject Classification ID

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

Related Items (7)

Static and dynamic factors in an information-based multi-asset artificial stock market ⋮ Heterogeneous information-based artificial stock market ⋮ The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models ⋮ Fundamentalists clashing over the book: a study of order-driven stock markets ⋮ Learning the optimal trading strategy ⋮ Interacting gaps model, dynamics of order book, and stock-market fluctuations ⋮ The trading rectangle strategy within book models

Cites Work

• Unnamed Item
• Nonlinear effects in a discrete-time dynamic model of a stock market.
• An introduction to synergetics
• Introduction to Econophysics

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