Does the market maker stabilize the market?
Year of publication: |
2009
|
---|---|
Authors: | Zhu, Mei ; Chiarella, Carl ; He, Xue-Zhong ; Wang, Duo |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 15, p. 3164-3180
|
Publisher: |
Elsevier |
Subject: | Market maker | Inventory | Speculators | Market stability |
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