Kaymak, Uzay; Boer-Sorban, K.; Spiering, J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006
, Informational Asymmetry, Continuous Trading, Autonomous Behaviour.
Availability
The ERIM Report Series is distributed through the … stock markets, market microstructure,
Glosten and Milgrom model, informational asymmetry, continuous trading, autonomous …
behaviour.
1 Introduction
Within agent-based computational economics (ACE), artificial stock markets (ASM) are stud-
ied …