Waiting Times In Simulated Stock Markets
Author
Abstract
Suggested Citation
DOI: 10.1142/S021952590900212X
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Marco LiCalzi & Paolo Pellizzari, 2006.
"The Allocative Effectiveness of Market Protocols Under Intelligent Trading,"
Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 2, pages 17-29,
Springer.
- Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Pietro Terna, 2000. "Sum: A Surprising (Un)Realistic Market - Building A Simple Stock Market Structure With Swarm," Computing in Economics and Finance 2000 173, Society for Computational Economics.
- Antonio Caparrós Ruiz & Mª. Lucía Navarro Gómez, 2002. "Factors affecting quits and layoffs in Spain," Economic Working Papers at Centro de Estudios Andaluces E2002/16, Centro de Estudios Andaluces.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cappellini, Alessandro & Ferraris, Gianluigi, 2007.
"Waiting Times in Simulated Stock Markets,"
MPRA Paper
7324, University Library of Munich, Germany.
- Alessandro Cappellini & Gianluigi Ferraris, 2008. "Waiting Times in Simulated Stock Markets," Papers 0802.3291, arXiv.org.
- Rodica Branzei & Dinko Dimitrov & Stef Tijs, 2008.
"Convex Games Versus Clan Games,"
International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 363-372.
- Brânzei, R. & Dimitrov, D.A. & Tijs, S.H., 2006. "Convex Games versus Clan Games," Discussion Paper 2006-58, Tilburg University, Center for Economic Research.
- Branzei, Rodica & Dimitrov, Dinko & Tijs, Stef, 2011. "Convex games versus clan games," Center for Mathematical Economics Working Papers 381, Center for Mathematical Economics, Bielefeld University.
- Brânzei, R. & Dimitrov, D.A. & Tijs, S.H., 2006. "Convex Games versus Clan Games," Other publications TiSEM 3bcb5038-ad2e-4bcc-8141-7, Tilburg University, School of Economics and Management.
- Shiu-Sheng Chen & Tsong-Min Wu, 2010. "Taiwan'S Exchange Rate And Macroeconomic Policies Over The Business Cycle," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 435-457.
- LiCalzi, Marco & Pellizzari, Paolo, 2007.
"Simple market protocols for efficient risk sharing,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3568-3590, November.
- Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance 0504019, University Library of Munich, Germany.
- Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers 136, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009.
"Do stylised facts of order book markets need strategic behaviour?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
- Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007. "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series 07-20, Swiss Finance Institute.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2011.
"Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 5-28,
Springer.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, Università Ca' Foscari Venezia, revised Nov 2009.
- Roger Miller & Xavier Olleros, 2007. "The Dynamics Of Games Of Innovation," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 37-64.
- Weizhen Dong, 2008. "Cost Containment And Access To Care: The Shanghai Health Care Financing Model," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(01), pages 27-41.
- Junhuan Zhang & Jun Wang & Jiguang Shao, 2010. "Finite-Range Contact Process On The Market Return Intervals Distributions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(05), pages 643-657.
- Marco LiCalzi & Paolo Pellizzari, 2008.
"Zero-Intelligence Trading Without Resampling,"
Lecture Notes in Economics and Mathematical Systems, in: Klaus Schredelseker & Florian Hauser (ed.), Complexity and Artificial Markets, chapter 1, pages 3-14,
Springer.
- Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading without Resampling," Working Papers 164, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Jian Guo Zhou, 2007. "Lattice Boltzmann Simulations Of Discontinuous Flows," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-14.
- Tanja Steiger & Christine Duller & Martin R. W. Hiebl, 2015. "No Consensus in Sight: An Analysis of Ten Years of Family Business Definitions in Empirical Research Studies," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 25-62.
- Matthew J. Xerri & Yvonne Brunetto, 2011. "The Impact Of The Perceived Usefulness Of Workplace Social Networks Upon The Innovative Behaviour Of Sme Employees: A Social Capital Perspective," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 15(05), pages 959-987.
- Huiqing Ouyang & Xiangyang Zhu, 2009. "A Simple Algorithm For The Basic(R, Q)Inventory Control Model With Return Flow," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 26(03), pages 383-398.
- Michiel Leur & Mikhail Anufriev, 2018. "Timing under individual evolutionary learning in a continuous double auction," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 609-631, August.
- F. Xavier Olleros, 2007. "The Power Of Non-Contractual Innovation," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 93-113.
- Martynova, Natalya & Perotti, Enrico, 2018.
"Convertible bonds and bank risk-taking,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 61-80.
- Natalya Martynova & Enrico Perotti, 2012. "Convertible Bonds and Bank Risk-Taking," Tinbergen Institute Discussion Papers 12-106/IV/DSF41, Tinbergen Institute, revised 10 Oct 2016.
- Martynova, Natalya & Perotti, Enrico C., 2018. "Convertible bonds and bank risk-taking," Discussion Papers 24/2018, Deutsche Bundesbank.
- Natalya Martynova & Enrico Perotti, 2015. "Convertible bonds and bank risk-taking," DNB Working Papers 480, Netherlands Central Bank, Research Department.
More about this item
Keywords
Waiting times; agent-based modeling; stock market; micro structures; market architectures;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:acsxxx:v:12:y:2009:i:02:n:s021952590900212x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/acs/acs.shtml .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.