Toward an understanding of market resilience : market liquidity and heterogeneity in the investor decision cycle
Year of publication: |
October 2016
|
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Authors: | Bookstaber, Richard M. ; Foley, Michael D. ; Tivnan, Brian F. |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 11.2016, 2, p. 205-227
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Subject: | Liquidity | Market crisis | Order book | Fire sale | Agent-based model | Financial markets | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Liquidität | Agentenbasierte Modellierung | Agent-based modeling | Marktliquidität | Market liquidity | Theorie | Theory | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance |
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