A dynamic analysis of the microstucture of moving average rules in a double auction market
Carl Chiarella; Xue-Zhong He; Paolo Pellizzari
| Year of publication: |
2012
|
|---|---|
| Authors: | Chiarella, Carl ; He, Xue-zhong ; Pellizzari, Paolo |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 16.2012, 4, p. 556-575
|
| Subject: | Wertpapierhandel | Securities trading | Begrenzte Rationalität | Bounded rationality | Auktion | Auction | Kapitaleinkommen | Capital income | Korrelation | Correlation | Marktmikrostruktur | Market microstructure | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009713365