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1
Agent-based artificial financial market with evolutionary algorithm
Chen, Yan
;
Xu, Zezhou
;
Yu, Wenqiang
- In:
Economic research
35
(
2022
)
1,5
,
pp. 5037-5057
Persistent link: https://www.econbiz.de/10014413977
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2
Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 849-876
Persistent link: https://www.econbiz.de/10011471096
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3
Price reversals and price continuations following large price movements
Dyl, Edward A.
;
Yuksel, H. Zafer
;
Zaynutdinova, Gulnara R.
- In:
Journal of business research : JBR
95
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011979720
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4
Value dynamics in the secondary market : how pricing and product lines in the primary market affect value retention
Majid, Kashef Abdul
;
Russell, Cristel Antonia
- In:
Journal of business research : JBR
103
(
2019
),
pp. 89-99
Persistent link: https://www.econbiz.de/10012104101
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5
Optimal monetary policy under Calvo pricing with Bertrand competition
Etro, Federico
;
Rossi, Lorenza
- In:
Journal of macroeconomics
45
(
2015
),
pp. 423-440
Persistent link: https://www.econbiz.de/10011578031
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6
Price-price deviations are highly persistent
Vaona, Andrea
- In:
Structural change and economic dynamics : SC+ED
33
(
2015
),
pp. 86-95
Persistent link: https://www.econbiz.de/10011563976
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7
Underpricing, partial price adjustments, and equity carve-outs
Thompson, Thomas H.
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10011658837
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8
The optimal pricing of a market maker in a heterogeneous agent economy
Guo, Bin
;
Zhang, Wei
;
Chen, Shu-Heng
;
Zhang, Yongjie
- In:
Finance research letters
14
(
2015
),
pp. 178-187
Persistent link: https://www.econbiz.de/10011552732
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9
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
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10
Liquidity and impact in fair markets
Jaisson, Thibault
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
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