Speculative markets and the effectiveness of price limits
From MaRDI portal
Publication:951476
DOI10.1016/S0165-1889(02)00185-9zbMath1179.91083MaRDI QIDQ951476
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
91B24: Microeconomic theory (price theory and economic markets)
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Cites Work
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- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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- Price limits and stock market volatility.
