How does learning affect market liquidity? : a simulation analysis of a double-auction financial market with portfolio traders
Year of publication: |
2007
|
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Authors: | Consiglio, Andrea ; Russino, Annalisa |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 6, p. 1910-1937
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Subject: | Lernprozess | Learning process | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Auktion | Auction | Simulation |
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