Learning, information processing and order submission in limit order markets
Year of publication: |
December 2015
|
---|---|
Authors: | Chiarella, Carl ; He, Xue-zhong ; Wei, Lijian |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 61.2015, p. 245-268
|
Subject: | Limit order book | Order submission | Genetic algorithm learning | Asymmetric information | Probability of informed trading | Theorie | Theory | Wertpapierhandel | Securities trading | Asymmetrische Information | Lernprozess | Learning process | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
-
Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály, (2016)
-
Ahn, Hee-joon, (2010)
-
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert, (2019)
- More ...
-
Learning and Evolution of Trading Strategies in Limit Order Markets
Chiarella, Carl, (2013)
-
A Behavioural Model of Investor Sentiment in Limit Order Markets
Chiarella, Carl, (2014)
-
Learning and evolution of trading strategies in limit order markets
Chiarella, Carl, (2013)
- More ...