Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread
| Year of publication: |
2011
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|---|---|
| Authors: | Ibuki, Takero ; Inoue, Jun-ichi |
| Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 6.2011, 2, p. 93-120
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| Publisher: |
Springer |
| Subject: | Double-auction | Bid–Ask spread | Response function | Minority game | Stochastic process | Non-equilibrium phenomena | Agent-based simulations | Econophysics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324928