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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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An agent-based model of intra-day financial markets dynamics
Staccioli, Jacopo; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 331-348
Persistent link: https://www.econbiz.de/10012598343
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Experimental stock market dynamics : excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets
Selten, Reinhard; Neugebauer, Tibor - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 209-224
Persistent link: https://www.econbiz.de/10012138483
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Effects of price signal choices on market stability
Mizuta, Hideyuki; Steiglitz, Kenneth; Lirov, Erez - In: Journal of economic behavior & organization : JEBO 52 (2003) 2, pp. 235-251
Persistent link: https://www.econbiz.de/10001783291
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Intraday trading patterns in an intelligent autonomous agent-based stock market
Kluger, Brian D.; MacBride, Mark E. - In: Journal of economic behavior & organization : JEBO 79 (2011) 3, pp. 226-245
Persistent link: https://www.econbiz.de/10009260901
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Cross-impact of order flow imbalance in equity markets
Cont, Rama; Cucuringu, Mihai; Zhang, Chao - In: Quantitative finance 23 (2023) 10, pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
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Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
Ji, Jingru; Wang, Donghua; Tu, JingQing - In: Quantitative finance 18 (2018) 12, pp. 2067-2083
Persistent link: https://www.econbiz.de/10012262968
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Rational investor sentiment in a repeated stochastic game with imperfect monitoring
Gerber, Anke; Hens, Thorsten; Vogt, Bodo - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 669-704
Persistent link: https://www.econbiz.de/10008933280
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Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen; Ramaswamy, Vasudeva - In: Quantitative finance 23 (2023) 12, pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe; Ciacci, Alberto; Lillo, Fabrizio; … - In: Quantitative finance 22 (2022) 1, pp. 149-169
Persistent link: https://www.econbiz.de/10012872529