Similar Search Results

Auction markets, dealership markets and execution risk

Pagano, Marco - In: Financial markets' liberalisation and the role of banks, (pp. 200-212). 1993

Persistent link: https://www.econbiz.de/10001282494

Financial Market Design by an Agent-Based Model

Mizuta, Takanobu; Yagi, Isao - 2025

Part 1. Importance and Model -- Chapter 1. Financial Market Design and Agent-Based Model -- Chapter 2. Base Model for Financial Market Design -- Part 2. Cases -- Chapter 3. Regulations/Rules -- Chapter 4. AI Traders/High Frequency Trades -- Chapter 5. New Financial Exchanges for High-Speed Era...

Persistent link: https://www.econbiz.de/10015206761

Trading on sunspots

Jovanovic, Boyan; Tsyrennikov, Viktor - 2014

Persistent link: https://www.econbiz.de/10010481203

The opinion game : stock price evolution from microscopic market modeling

Bovier, Anton; C̆erný, Jir̆í; Hryniv, Ostap - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10003285942

Incentives for information production in markets where prices affect real investment

Dow, James (contributor); Goldstein, Itay (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003727382

Effects of dark pools on financial markets' efficiency and price discovery function : an investigation by multi-agent simulations

Mizuta, Takanobu; Kosugi, Shintaro; Kusumoto, Takuya; … - In: Evolutionary and institutional economics review 12 (2015) 2, pp. 375-394

Persistent link: https://www.econbiz.de/10011445688

Market microstrucutre design and flash crashes : a simulation approach

Brewer, Paul J.; Cvitanić, Jakša; Plott, Charles - In: Journal of applied economics 16 (2013) 2, pp. 223-250

Persistent link: https://www.econbiz.de/10010391223

Incentives for information production in markets where prices affect real investment

Dow, James; Goldstein, Itay; Gümbel, Alexander - In: Journal of the European Economic Association 15 (2017) 4, pp. 877-909

Persistent link: https://www.econbiz.de/10011803992

Incentives for Information Production in Markets Where Prices Affect Real Investment

Dow, James - 2016

We analyze information production incentives for traders in financial markets, when firms condition investment decisions on information revealed through stock prices. We show that traders' private value of information about a firm's investment project increases with the ex ante likelihood the...

Persistent link: https://www.econbiz.de/10013006979

Trading on Sunspots

Jovanovic, Boyan - 2015

In a model with multiple Pareto-ranked equilibria we add trade in assets that pay based on the realization of a sunspot. Asset trading restricts the equilibrium set in a way that raises welfare by eliminating equilibria with a high likelihood of disasters. When the probability of a disaster is...

Persistent link: https://www.econbiz.de/10013031016