Rule-based trading on an order-driven exchange : a reassessment
Year of publication: |
2023
|
---|---|
Authors: | Isaac, Alan Glen ; Ramaswamy, Vasudeva |
Subject: | Chartism | Computational behavioral finance | Limit order book | Market microstructure | Price dynamics | Return volatility | Trade volume | Volatilität | Volatility | Marktmikrostruktur | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Börsenhandel | Stock exchange trading |
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