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Complex model of market price development and its simulation
Stádník, Bohumil; Miečinskiene, Algita - In: Journal of business economics and management 16 (2015) 4, pp. 786-807
Persistent link: https://www.econbiz.de/10011384542
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10000683883
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An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer (contributor); Veith, Jochen (contributor) - 2006
Inspired by the theory of social imitation (Weidlich 1970) and its adaptation to financial markets by the Coherent …
Persistent link: https://www.econbiz.de/10003636657
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Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten
Webel, Karsten - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806560
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Assessing the impact of algorithmic trading on markets : a simulation approach
Gsell, Markus - 2008
impact of such concepts, e.g. effects on the price formation or the volatility of prices, a simulation environment is … conducted by comparing different simulation runs including and excluding a trader constituting an algorithmic trading model in … market prices. On the other hand, lower latency appears to lower market volatility. -- Algorithmic Trading ; Simulation …
Persistent link: https://www.econbiz.de/10003863919
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On rational noise trading and market impact
Hauser, Florian - In: Artificial markets modeling : methods and applications, (pp. 141-153). 2007
Persistent link: https://www.econbiz.de/10003854796
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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The simulation of news and insiders' influence on stock-market price dynamics in a non-linear model
Romanov, V. (contributor) - In: Computational finance and its applications II : [Second …, (pp. 309-318). 2006
Persistent link: https://www.econbiz.de/10003410199