An order-driven agent-based artificial stock market to analyze liquidity costs of market orders in the Taiwan stock market
Yi-Ping Huang, Shu-Heng Chen, Min-Chin Hung, and Tina Yu
| Year of publication: |
2011
|
|---|---|
| Authors: | Huang, Yi-ping ; Chen, Shu-Heng ; Hung, Min-chin ; Yu, Tina |
| Published in: |
Natural computing in computational finance : volume 4. - Berlin [u.a.] : Springer, ISBN 978-3-642-23335-7. - 2011, p. 163-179
|
| Subject: | Prognosemarkt | Prediction market | Agentenbasierte Modellierung | Agent-based modeling | Marktliquidität | Market liquidity | Kosten | Costs | Wertpapierhandel | Securities trading | Taiwan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009423546