The role of communication and imitation in limit order markets
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Publication:977765
DOI10.1140/epjb/e2009-00337-6zbMath1188.91163MaRDI QIDQ977765
Publication date: 23 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/3890/1/The%20role%20of%20communication%20and%20imitation%20in%20limit%20order%20markets.pdf
stochastic processes; random processes; financial markets; probability theory; and statistics; business and management; noise econophysics
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91B60: Trade models