Pages that link to "Item:Q4216621"
From MaRDI portal
The following pages link to Stock market dynamics with institutional trading (Q4216621):
Displaying 12 items.
- An evolution model of trading behavior based on peer effect in networks (Q444225) (← links)
- Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) (← links)
- A note on interaction between financial markets (Q1000513) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- A stochastic differential game of institutional investor speculation. (Q1807680) (← links)
- Trading strategies, feedback control and market dynamics (Q1873964) (← links)
- On the ``mementum'' of meme stocks (Q1984434) (← links)
- Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit (Q2011040) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- The Impact of Security Trading on Corporate Restructurings* (Q4555653) (← links)
- Intraday Trading Patterns on the Warsaw Stock Exchange (Q5198078) (← links)