Effects of dark pools on financial markets' efficiency and price discovery function : an investigation by multi-agent simulations
Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi
| Year of publication: |
2015
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|---|---|
| Authors: | Mizuta, Takanobu ; Kosugi, Shintaro ; Kusumoto, Takuya ; Matsumoto, Wataru ; Izumi, Kiyoshi |
| Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 12.2015, 2, p. 375-394
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| Subject: | Dark pool | Market efficiency | Price discovery function | Artificial market model | Multi-agent simulation | Effizienzmarkthypothese | Efficient market hypothesis | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Börsenkurs | Share price | Theorie | Theory | Marktmechanismus | Market mechanism |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40844-015-0020-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011445688