The simplicity of optimal trading in order book markets
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Cited by:
- 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.
- Anufriev, Mikhail & Arifovic, Jasmina & Ledyard, John & Panchenko, Valentyn, 2022. "The role of information in a continuous double auction: An experiment and learning model," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
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More about this item
Keywords
Continuous Double Auction; Order Book; Information; Optimal Trading;All these keywords.
JEL classification:
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2014-03-30 (Computational Economics)
- NEP-MST-2014-03-30 (Market Microstructure)
- NEP-ORE-2014-03-30 (Operations Research)
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