مرکز منطقه ای اطلاع رساني علوم و فناوري - How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders

Title of article :

How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders

Author/Authors :

Andrea Consiglio، نويسنده , , Annalisa Russino، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1910

To page :

1937

Keywords :

Returnsdynamics , Learning , Portfolio choices , Liquidity , Artificial markets , Automated auctions

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2007

Journal title :

Journal of Economic Dynamics and Control

Record number :

239059

Link To Document :