Trader Behavior and its Effect on Asset Price Dynamics

DOI10.1080/13504860802583444zbMath1169.91344MaRDI QIDQ3395725

James A. Primbs, Muruhan Rathinam

Publication date: 13 September 2009

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860802583444

zbMATH Keywords

price dynamics; Poisson random measure; diffusion limit; stock pinning; trader behavior

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91G80: Financial applications of other theories

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Cites Work

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