Asset price and trade volume relation in artificial market impacted by value investors

DOI10.1016/j.physa.2015.12.134zbMath1400.91205OpenAlexW2233113241MaRDI QIDQ1619297

K. Tangmongkollert, Sujin Suwanna

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.134

zbMATH Keywords

artificial pricedouble auction marketprice-volume relationship

Mathematics Subject Classification ID

Related Items (1)

Modeling and complexity of stochastic interacting Lévy type financial price dynamics

Cites Work

• Endogenous leverage and asset pricing in double auctions
• Simple stochastic order-book model of swarm behavior in continuous double auction
• Brownian Motion in the Stock Market
• Introduction to Econophysics

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