Economy – Quantitative Finance – Trading and Market Microstructure
Scientist
Economy
Quantitative Finance
Trading and Market Microstructure
Scientist
Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
Critical Overview of Agent-Based Models for Economics
Liquidity Crisis, Granularity of the Order Book and Price Fluctuations
Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model
Memory effects in stock price dynamics: evidences of technical trading
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