Pages that link to "Item:Q4646795"

The following pages link to A simulation analysis of the microstructure of double auction markets* (Q4646795):

Displaying 18 items.

• Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
• Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
• Staggered updating in an artificial financial market (Q844760) (← links)
• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
• Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
• Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
• Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
• An analysis of price impact function in order-driven markets (Q1873949) (← links)
• Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
• Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← 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)
• Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options (Q2189905) (← links)
• Asset prices, traders' behavior and market design (Q2270562) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
• High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)