Research on the effects of institutional liquidation strategies on the market based on multi-agent model
Qixuan Luo, Yu Shi, Xuan Zhou, Handong Li
| Year of publication: |
2021
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| Authors: | Luo, Qixuan ; Shi, Yu ; Zhou, Xuan ; Li, Handong |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 58.2021, 4, p. 1025-1049
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| Subject: | Multi-agent model | Artificial stock market | Effects of liquidation strategies | Algorithmic trading | Equal-order strategy | VWAP strategy | IS strategy | Agentenbasierte Modellierung | Agent-based modeling | Aktienmarkt | Stock market | Theorie | Theory | Strategisches Management | Strategic management | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Simulation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-09987-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697872