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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~subject:"Agent-based market model"
~subject:"Theorie"
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Search: subject_exact:"Trading volume"
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Agent-based market model
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Handelsvolumen der Börse
17
Trading volume
17
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12
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12
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9
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Chia, Wai-mun
1
Clapham, Benjamin
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Computational economics
Journal of empirical finance
Review of Pacific Basin financial markets and policies
Discussion paper / Centre for Economic Policy Research
6
Finance research letters
6
Journal of banking & finance
6
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Salience theory in price and trading volume : evidence from China
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Journal of empirical finance
70
(
2023
),
pp. 38-61
Persistent link: https://www.econbiz.de/10014423582
Saved in:
2
Price change and trading volume : behavioral heterogeneity in stock market
Li, Changtai
;
Huang, Weihong
;
Wang, Wei Siang
;
Chia, Wai-mun
- In:
Computational economics
61
(
2023
)
2
,
pp. 677-713
Persistent link: https://www.econbiz.de/10014228458
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Liquidity provider incentives in fragmented securities markets
Clapham, Benjamin
;
Gomber, Peter
;
Lausen, Jens
;
Panz, Sven
- In:
Journal of empirical finance
60
(
2021
),
pp. 16-38
Persistent link: https://www.econbiz.de/10012692949
Saved in:
5
Trading volume and price distortion : an agent-based model with heterogenous knowledge of fundamentals
Lespagnol, Vivien
;
Rouchier, Juliette
- In:
Computational economics
51
(
2018
)
4
,
pp. 991-1020
Persistent link: https://www.econbiz.de/10011972211
Saved in:
6
Is the extension of trading hours always beneficial? : an artificial agent-based analysis
Miwa, Kotaro
;
Ueda, Kazuhiro
- In:
Computational economics
50
(
2017
)
4
,
pp. 595-627
Persistent link: https://www.econbiz.de/10011783458
Saved in:
7
Financial transaction tax : policy analytics based on optimal trading
Sun, Edward W.
;
Kruse, Timm
;
Yu, Min-Teh
- In:
Computational economics
46
(
2015
)
1
,
pp. 103-141
Persistent link: https://www.econbiz.de/10011441046
Saved in:
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