Rock around the clock : an agent-based model of low- and high-frequency trading
Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio Fagiolo
| Year of publication: |
March 2016
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|---|---|
| Authors: | Leal, Sandrine Jacob ; Napoletano, Mauro ; Roventini, Andrea ; Fagiolo, Giorgio |
| Published in: |
Journal of evolutionary economics : JEE. - Berlin, Germany : Springer, ISSN 0936-9937, ZDB-ID 1055126-8. - Vol. 26.2016, 1, p. 49-76
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| Subject: | Agent-based models | Limit order book | High-frequency trading | Low-frequency trading | Flash crashes | Market volatility | Elektronisches Handelssystem | Electronic trading | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Spekulation | Speculation | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00191-015-0418-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011606699