How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
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Publication:1017072
DOI10.1016/j.jedc.2007.01.007zbMath1201.91185OpenAlexW1979811815MaRDI QIDQ1017072
Annalisa Russino, Andrea Consiglio
Publication date: 18 May 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.007
Auctions, bargaining, bidding and selling, and other market models (91B26) Rationality and learning in game theory (91A26) Portfolio theory (91G10) Agent technology and artificial intelligence (68T42)
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Cites Work
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- A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices
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