Rule-based trading on an order-driven exchange : a reassessment
Alan G. Isaac and Vasudeva Ramaswamy
| Year of publication: |
2023
|
|---|---|
| Authors: | Isaac, Alan Glen ; Ramaswamy, Vasudeva |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 12, p. 1871-1886
|
| Subject: | Chartism | Computational behavioral finance | Limit order book | Market microstructure | Price dynamics | Return volatility | Trade volume | Marktmikrostruktur | Theorie | Theory | Volatilität | Volatility | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2270711 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452482