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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
21
Source
All
ECONIS (ZBW)
21
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1
Market influence and order book strategies
Ghoulmié, François
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 125-138)
.
2011
Persistent link: https://www.econbiz.de/10009348939
Saved in:
2
Reconstructing agents' strategies from price behavior
Alfi, Valentina
;
Cristelli, Matthieu
;
Pietronero, Luciano
; …
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 109-124)
.
2011
Persistent link: https://www.econbiz.de/10009348940
Saved in:
3
A mathematical approach to order book modelling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 93-107)
.
2011
Persistent link: https://www.econbiz.de/10009348941
Saved in:
4
High-frequency simulations of an order book : a two-scale approach
Lehalle, Charles-Albert
;
Guéant, Olivier
; …
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 73-92)
.
2011
Persistent link: https://www.econbiz.de/10009348942
Saved in:
5
Price-time priority and pro rata matching in an order book model of financial markets
Preis, Tobias
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 65-72)
.
2011
Persistent link: https://www.econbiz.de/10009348987
Saved in:
6
Subpenny trading in US equity markets
Delasssus, Romain
;
Tyč, Stéphane
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 31-47)
.
2011
Persistent link: https://www.econbiz.de/10009348991
Saved in:
7
Are the trading volume and the number of trades distributions universal?
Vijayaraghavan, Vikram S.
;
Sinha, Sitabhra
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 17-30)
.
2011
Persistent link: https://www.econbiz.de/10009348999
Saved in:
8
Opinion formation in a heterogenous society
Wolfram, Marie-Therese
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 277-288)
.
2011
Persistent link: https://www.econbiz.de/10009349669
Saved in:
9
Two agent allocation problems and the first best
Mitra, Manipushpak
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 271-275)
.
2011
Persistent link: https://www.econbiz.de/10009349670
Saved in:
10
Income and expenditure distribution : a comparative analysis
Gangopadhyay, Kausik
;
Basu, Banasri
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 259-269)
.
2011
Persistent link: https://www.econbiz.de/10009349672
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