Narrow search
Showing 1 - 10 of 129
Cover Image
On aggregation of information in competitive markets : the dynamic case
Naik, Narayan Y. - In: Journal of economic dynamics & control 21 (1997) 7, pp. 1199-1227
Persistent link: https://www.econbiz.de/10001222307
Cover Image
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
Cover Image
Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 100 (2019), pp. 131-151
Persistent link: https://www.econbiz.de/10012130954
Cover Image
Understanding flash crash contagion and systemic risk : a micro-macro agent-based approach
Paulin, James; Calinescu, Anisoara; Wooldridge, Michael J. - In: Journal of economic dynamics & control 100 (2019), pp. 200-229
Persistent link: https://www.econbiz.de/10012130964
Cover Image
Optimal execution with regime-switching market resilience
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, … - In: Journal of economic dynamics & control 101 (2019), pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Cover Image
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
Cover Image
Optimal order execution using hidden orders
Chen, Yuanyuan; Gao, Xuefeng; Li, Duan - In: Journal of economic dynamics & control 94 (2018), pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Cover Image
Resiliency of the limit order book
Lo, Danny K.; Hall, Anthony D. - In: Journal of economic dynamics & control 61 (2015), pp. 222-244
Persistent link: https://www.econbiz.de/10011589534
Cover Image
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
Cover Image
Market efficiency and learning in an endogenously unstable environment
Goldbaum, David - In: Journal of economic dynamics & control 29 (2005) 5, pp. 953-978
Persistent link: https://www.econbiz.de/10002818165