The complex nature of financial market microstructure : the case of a stock market crash
Year of publication: |
2024
|
---|---|
Authors: | Shi, Feng ; Broussard, John Paul ; Booth, G. Geoffrey |
Subject: | Stock market | Contagion | Networks | Hawkes processes | Granger causality | Adaptive learning | Behavioral finance | Aktienmarkt | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Marktmikrostruktur | Market microstructure | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Theorie | Theory | Ansteckungseffekt | Contagion effect | Lernprozess | Learning process |
-
Niţoi, Mihai, (2020)
-
Chapter 24 Agent-based Computational Finance
LeBaron, Blake, (2006)
-
Gaies, Brahim, (2022)
- More ...
-
German stock returns and the information content of DVFA earnings
Booth, G. Geoffrey, (1996)
-
Möller, Hans Peter, (1999)
-
Reply to "Note on Earnings and stock returns : evidence from Germany"
Booth, G. Geoffrey, (1999)
- More ...