A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach
Year of publication: |
November 2015
|
---|---|
Authors: | Yang, Haijun ; Wang, Harry Jiannan ; Sun, Gui Ping ; Wang, Li |
Published in: |
Journal of evolutionary economics : JEE. - Berlin, Germany : Springer, ISSN 0936-9937, ZDB-ID 1055126-8. - Vol. 25.2015, 5, p. 901-924
|
Subject: | Heterogeneous agent | Agent-based model | Multi-asset artificial stock market | Microstructure | Agentenbasierte Modellierung | Agent-based modeling | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Theorie | Theory | Börsenkurs | Share price | China | Prognosemarkt | Prediction market |
-
The Genoa artificial stock market : microstructure and simulations
Marchesi, M., (2003)
-
Kommunikationsnetzwerk : Topologien und Marktverhalten ; die räumliche Dimension des Handels
Hein, Oliver, (2008)
-
Bensaid, Khalid, (2020)
- More ...
-
Heterogeneity in the volatility spillover of cryptocurrencies and exchanges
Wu, Meiyu, (2024)
-
Policy-Driven Process Mapping (PDPM) : discovering process models from business policies
Wang, Harry Jiannan, (2009)
-
Supporting process design for e-business via an integrated process repository
Wang, Harry Jiannan, (2011)
- More ...