An agent-based model and detect price manipulation based on intraday transaction data with simulation
Mohammad Zare, Omid Naghshineh A., Erfan Salavati and Adel Mohammadpour
| Year of publication: |
2021
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|---|---|
| Authors: | Zare, Mohammad ; Naghshineh A., Omid ; Salavati, Erfan ; Mohammadpour, Adel |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 43, p. 4931-4949
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| Subject: | Agent-based model | limit order book | price manipulation | skewness | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Simulation | Börsenkurs | Share price | Theorie | Theory | Manipulation | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1912282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012609914