Similar Search Results

Computation of the ex-post optimal strategy for the trading of a single financial asset

Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009

Persistent link: https://www.econbiz.de/10003889478

An agent-based investigation of the probability of informed trading

Brandouy, Olivier; Mathieu, Philippe - In: Artificial economics and self organization : …, (pp. 121-132). 2014

Persistent link: https://www.econbiz.de/10009792423

Intraday volatility smile : effects of fragmentation and high frequency trading on price efficiency

Ligot, Stephanie; Gillet, Roland; Veryzhenko, Iryna - In: Journal of international financial markets, … 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012820849

The impact of the French financial transaction tax on HFT activities and market quality

Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315

Persistent link: https://www.econbiz.de/10011813833

Time to slow down for high-frequency trading? : lessons from artificial markets

Veryzhenko, Iryna; Arena, Lise; Harb, Etienne; Oriol, … - In: Intelligent systems in accounting finance and … 24 (2017) 2/3, pp. 73-79

Persistent link: https://www.econbiz.de/10011825061

Algorithmic complexity of financial motions

Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - In: Research in international business and finance 30 (2014), pp. 336-347

Persistent link: https://www.econbiz.de/10010391735

A conceptual framework for the evaluation of agent-based trading and technical analysis

Brandouy, Olivier; Mathieu, Philippe - In: Artificial markets modeling : methods and applications, (pp. 63-79). 2007

Persistent link: https://www.econbiz.de/10003854746

Liquidity Measures of Bond Market

Thomas-Simonpoli, Stéphane - 2020

The purpose of this document is to review a variety of liquidity measures actively used by academics and practitioners, and to stress their advantages and limits. We focus on bond market that is an Over-The-Counter (OTC) dealer market. In a typical OTC transaction, a buyer or seller contacts an...

Persistent link: https://www.econbiz.de/10012836857

Asymmetric information, imitative behaviour and communication : price formation in an experimental asset market

Brandouy, Olivier; Barneto, Pascal; Leger, Lawrence A. - In: The European journal of finance 9 (2003) 5, pp. 393-419

Persistent link: https://www.econbiz.de/10001885396