Liquidity cost of market orders in the Taiwan Stock Market : a study based on an order-driven agent-based artificial stock market
Yi-Ping Huang; Shu-Heng Chen; Ming-Chin Hung; Tina Yu
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Yi-ping ; Chen, Shu-Heng ; Hung, Ming-chin ; Yu, Tina |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 23.2012, p. 72-80
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| Subject: | Order-driven | Liquidity cost | Zero-intelligence traders | Agent-based artificial stock market | Agentenbasierte Modellierung | Agent-based modeling | Taiwan | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Prognosemarkt | Prediction market | Marktliquidität | Market liquidity | Kosten | Costs | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009690114