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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - In: Economic theory : official journal of the Society for … 25 (2005) 4, pp. 917-932
Persistent link: https://www.econbiz.de/10002790238
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Specialist risk attitudes and the bid-ask spread
Prucyk, Brian - In: The financial review : the official publication of the … 40 (2005) 2, pp. 223-255
Persistent link: https://www.econbiz.de/10002806933
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - 2001
Persistent link: https://www.econbiz.de/10001609562
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The efficiency of capital market microstructure in Greece
Mertzanis, Harilaos V. - In: Financial engineering, E-commerce and supply chain, (pp. 119-137). 2002
Persistent link: https://www.econbiz.de/10001747019
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The effects of automation on liquidity, volatility, stock returns and efficiency : evidence from the Tunisian stock market
Sioud, Olfa Benouda; Hmaied, Dorra Mezzez - In: Review of Middle East economics and finance 1 (2003) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10001802854
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
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Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich - 1999
Persistent link: https://www.econbiz.de/10001470275
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An exact pysical approach to market participation models
Garibaldi, U.; Penco, M. A.; Viarengo, P. - In: Heterogenous agents, interactions and economic performance, (pp. 91-103). 2003
Persistent link: https://www.econbiz.de/10001750274
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Trading volume and information revelation in stock markets
Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
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How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume
Michalon, Karine - 2012
stock exchange market. We analyze the impact of such halts on the main market factors: return, volatility and volume. Our …
Persistent link: https://www.econbiz.de/10013101249