Similar Search Results - EconBiz

Volatility clustering in financial markets : a microsimulation of interacting agents

Lux, Thomas; Marchesi, Michele - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 675-702

Persistent link: https://www.econbiz.de/10001526862

Risk sharing, adverse selection and market structure

Biais, Bruno - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 1-51). 1997

Persistent link: https://www.econbiz.de/10001321239

Volatility clustering in financial markets : a micro-simulation of interacting agents

Lux, Thomas; Marchesi, Michele - 1998

Persistent link: https://www.econbiz.de/10001372570

Where is the Value in High Frequency Trading?

Cartea, Álvaro - 2012

We analyze the impact of high frequency (HF) trading in financial markets based on a model with three types of traders: liquidity traders (LTs), professional traders (PTs), and high frequency traders (HFTs). Our four main findings are: i) The price impact of liquidity trades is higher in the...

Persistent link: https://www.econbiz.de/10013115486

Where is the Value in High Frequency Trading?

Cartea, Álvaro - 2013

We analyze the impact of high frequency (HF) trading in financial markets based on a model with three types of traders: liquidity traders (LTs), professional traders (PTs), and high frequency traders (HFTs). Our four main findings are: i) The price impact of liquidity trades is higher in the...

Persistent link: https://www.econbiz.de/10013092875

Estimating the proportion of informed and speculative traders in financial markets : evidence from exchange rate

Tsai, Ping-Chen; Tsai, Chi-Ming - In: Journal of economic interaction and coordination 16 (2021) 3, pp. 443-470

Persistent link: https://www.econbiz.de/10012547028

Information versus imitation in a real-time agent-based model of financial markets

Biondo, Alessio Emanuele - In: Journal of economic interaction and coordination 15 (2020) 3, pp. 613-631

Persistent link: https://www.econbiz.de/10012296905

Mispricing in the odd lots market in Brazil

Ramos, Henrique P.; Perlin, Marcelo Scherer; Righi, … - In: The North American journal of economics and finance : a … 42 (2017), pp. 618-628

Persistent link: https://www.econbiz.de/10011938210

Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures

Rannou, Yves - In: Economic modelling 81 (2019), pp. 387-410

Persistent link: https://www.econbiz.de/10012202116

Short-horizon market efficiency, order imbalance, and speculative trading : evidence from the Chinese stock market

Hu, Yingyi - In: Decision making and risk/return optimization in …, (pp. 253-274). 2019

Persistent link: https://www.econbiz.de/10012134804

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