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Learning and evolution of trading strategies in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - 2013
Persistent link: https://www.econbiz.de/10009775514
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Optimal initial public offering design with aftermarket trading.
Parlane, Sarah; Rousseau, Fabrice - 2009
Persistent link: https://www.econbiz.de/10008806222
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Irrational financial markets
Germain, Laurent; Rousseau, Fabrice; Vanhems, Anne - 2007
Persistent link: https://www.econbiz.de/10008807333
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A dynamic analysis of the microstructure of moving average rules in a double auction market
Chiarella, Carl; He, Xue-zhong; Pellizzari, Paolo - 2009
Persistent link: https://www.econbiz.de/10003857530
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On candlestick-based trading rules profitability analysis via parametric bootstraps and multivariate Pair-Copula based models
Röthig, Andreea; Röthig, Andreas; Chiarella, Carl - 2015
Persistent link: https://www.econbiz.de/10011344226
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A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
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When overconfident traders meet feedback traders
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553073
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Heterogeneous noisy beliefs and dynamic competition in financial markets
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553079
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Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388
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Explaining stock market correlation : a gravity model approach
Flavin, Thomas J.; Hurley, Margaret J.; Rousseau, Fabrice - 2001
Persistent link: https://www.econbiz.de/10001622717