How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
| Year of publication: |
2007
|
|---|---|
| Authors: | Consiglio, Andrea ; Russino, Annalisa |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 6, p. 1910-1937
|
| Publisher: |
Elsevier |