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Three essays on forecasting and information acquisition in finance
Putintseva, Maria - 2013
Persistent link: https://www.econbiz.de/10010233956
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Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Zhu, Jia-De; … - In: Pacific-Basin finance journal 55 (2019), pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
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Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Pan, Chiu-Ting - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
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Do prices in the unmediated call auction reflect insider information? : an experimental analysis
Brünner, Tobias; Levínský, René - 2008
The unmediated call auction is a useful trading mechanism to aggregate dispersed information. Its ability to incorporate information of a single informed insider, however, is less well understood. We analyse this question by presenting a simple call auction game where both auction prices and...
Persistent link: https://www.econbiz.de/10003798364
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Excess volatility and herding in an artificial financial market : analytical approach and estimation
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Funktionsfähigkeit und Stabilität von Finanzmärkten …, (pp. 241-259). 2005
Persistent link: https://www.econbiz.de/10003249990
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Time series properties from an artificial stock market with a Walrasian auctioneer
Stümpert, Thomas; Seese, Detlef; Sunderkötter, Malte - In: Artificial economics : agent-based methods in finance, …, (pp. 3-14). 2006
Persistent link: https://www.econbiz.de/10003174226
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Privileges and their effect on the efficiency of stock markets : an experimental study
Gerke, Wolfgang; Arneth, Stefan; Kugler, Patrick - In: German financial markets and institutions: selected studies, (pp. 225-253). 2002
Persistent link: https://www.econbiz.de/10001705560
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Market transparency and call markets
Oehler, Andreas (contributor); Unser, Matthias (contributor) - 1998
Persistent link: https://www.econbiz.de/10001914819
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Discovering the best : informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets
Oehler, Andreas (contributor); Heilmann, Klaus (contributor) - 2001
Persistent link: https://www.econbiz.de/10001915396
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The Genoa artificial stock market : microstructure and simulations
Marchesi, M. (contributor) - In: Heterogenous agents, interactions and economic performance, (pp. 277-289). 2003
Persistent link: https://www.econbiz.de/10001750269