Learning, information processing and order submission in limit order markets
Carl Chiarella, Xue-Zhong He, Lijian Wei
| Year of publication: |
December 2015
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|---|---|
| Authors: | Chiarella, Carl ; He, Xue-zhong ; Wei, Lijian |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 61.2015, p. 245-268
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| Subject: | Limit order book | Order submission | Genetic algorithm learning | Asymmetric information | Probability of informed trading | Wertpapierhandel | Securities trading | Asymmetrische Information | Theorie | Theory | Lernprozess | Learning process | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance | Informationsökonomik | Economics of information | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589535