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The role of communication and imitation in limit order markets

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  • G. Tedeschi
  • G. Iori
  • M. Gallegati

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  • G. Tedeschi & G. Iori & M. Gallegati, 2009. "The role of communication and imitation in limit order markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 489-497, October.
    • Handle: RePEc:spr:eurphb:v:71:y:2009:i:4:p:489-497
    DOI: 10.1140/epjb/e2009-00337-6
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    References listed on IDEAS

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    1. Carl Chiarella & Giulia Iori, 2002. "A simulation analysis of the microstructure of double auction markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 346-353.
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    3. AfDB AfDB, 2008. "List of Working Paper Series (1 - 95)," Working Paper Series 356, African Development Bank.
    4. Anonymous, 1991. "Economic forecasts," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, march.
    5. Anonymous, 1991. "New Zealand economic chronology 1990," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, june.
    6. anonymous, 1991. "Regional economic development and public policy," Monograph, Federal Reserve Bank of Kansas City, number 1991redap, March.
    7. Anonymous, 1991. "Economic Forecasts," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, september.
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