Pages that link to "Item:Q2271649"

The following pages link to The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649):

Displaying 31 items.

• Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
• Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
• The market impact of a limit order (Q433360) (← links)
• Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
• Staggered updating in an artificial financial market (Q844760) (← links)
• Order-splitting and long-memory in an order-driven market (Q977582) (← links)
• The role of communication and imitation in limit order markets (Q977765) (← links)
• Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
• Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
• An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
• Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
• Learning, information processing and order submission in limit order markets (Q1657445) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• The impact of reduced pre-trade transparency regimes on market quality (Q1657530) (← links)
• Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
• Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
• Strategy switching in the Japanese stock market (Q1994138) (← links)
• Heterogeneous beliefs in over-the-counter markets (Q1994417) (← links)
• Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
• Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
• Machine learning and speed in high-frequency trading (Q2152342) (← links)
• A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603) (← links)
• Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Asset prices, traders' behavior and market design (Q2270562) (← links)
• A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
• Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
• Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
• Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)
• Predicting the unpredictable: new experimental evidence on forecasting random walks (Q6106638) (← links)