Testing the effect of technical analysis on market quality and order book dynamics
Paolo Mazza and Mikael Petitjean
| Year of publication: |
2019
|
|---|---|
| Authors: | Mazza, Paolo ; Petitjean, Mikael |
| Subject: | Agent-based model | limit order market | liquidity | technical analysis | Börsenkurs | Share price | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Theorie | Theory | Finanzanalyse | Financial analysis | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1529404 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196620