Trading volume and price distortion : an agent-based model with heterogenous knowledge of fundamentals
Vivien Lespagnol, Juliette Rouchier
| Year of publication: |
April 2018
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| Authors: | Lespagnol, Vivien ; Rouchier, Juliette |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 4, p. 991-1020
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| Subject: | Agent-based modelling | Market microstructure | Fundamental value | Trading volume | Efficient market | Agentenbasierte Modellierung | Agent-based modeling | Marktmikrostruktur | Handelsvolumen der Börse | Theorie | Theory | Börsenkurs | Share price | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9655-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972211