Similar Search Results

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

Why you should not use the LSV herding measure

Jurkatis, Simon Willi - 2022

Persistent link: https://www.econbiz.de/10012800939

Liquidity commonality in individuals' order flows : new evidence from the Taiwanese stock market

Hsieh, Wen-liang Gideon; Lin, Yuan-yi - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 606-645

Persistent link: https://www.econbiz.de/10011630765

Agent-based simulation and microstructure modeling of immature stock markets : case of a single risky asset

Krichene, Hazem; El-Aroui, Mhamed-Ali - In: Computational economics 51 (2018) 3, pp. 493-511

Persistent link: https://www.econbiz.de/10011963696

Three essays in financial economics

Jurkatis, Simon Willi - 2018

Persistent link: https://www.econbiz.de/10012169133

Dynamic herding analysis in a frontier market

Arjoon, Vaalmikki; Bhatnagar, Chandra Shekhar - In: Research in international business and finance 42 (2017), pp. 496-508

Persistent link: https://www.econbiz.de/10011750464

Information and Learning in Markets : The Impact of Market Microstructure

Vives, Xavier - 2008

The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific...