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Chapter 24 Agent-based Computational Finance
LeBaron, Blake, (2006)
A theory of information overload applied to perfectly efficient financial markets
Pernagallo, Giuseppe, (2022)
Institutional underperformance : should managers listen to the sell-side before trading?
Hobbs, Jeffrey, (2021)
Why is equity order flow so persistent?
Tóth, Bence, (2015)
Accurate estimator of correlations between asynchronous signals
Tóth, Bence, (2009)
Increasing market efficiency: Evolution of cross-correlations of stock returns
Tóth, Bence, (2006)