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Why is equity order flow so persistent?
Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
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Momentum and reversal : the role of short selling
Zhu, Zhaobo; Duan, Xinrui; Sun, Licheng; Tu, Jun - In: Journal of economic dynamics & control 104 (2019), pp. 95-110
Persistent link: https://www.econbiz.de/10012131100
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Exchange rate dynamics in a target zone : a heterogeneous expectations approach
Bauer, Christian; De Grauwe, Paul; Reitz, Stefan - In: Journal of economic dynamics & control 33 (2009) 2, pp. 329-344
Persistent link: https://www.econbiz.de/10003810039
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Do stylised facts of order book markets need strategic behaviour?
Ladley, Dan; Schenk-Hoppé, Klaus Reiner - In: Journal of economic dynamics & control 33 (2009) 4, pp. 817-831
Persistent link: https://www.econbiz.de/10003844042
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How do experienced traders respond to inflows of inexperienced traders? : an experimental analysis
Akiyama, Eizo; Hanaki, Nobuyuki; Ishikawa, Ryuichiro - In: Journal of economic dynamics & control 45 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010474477
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Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1755-1786
Persistent link: https://www.econbiz.de/10003370380
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The high frequency trade off between speed and sophistication
Ladley, Dan - In: Journal of economic dynamics & control 116 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012503226
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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The disposition effect and underreaction to private information
Janssen, Dirk-Jan; Li, Jiangyan; Qiu, Jianying; Weitzel, Utz - In: Journal of economic dynamics & control 113 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012502461