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Does the market maker stabilize the market?

Citations

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Cited by:

  1. Mignot, Sarah & Westerhoff, Frank H., 2023. "Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model," BERG Working Paper Series 189, Bamberg University, Bamberg Economic Research Group.
  2. Hommes, Cars & Li, Kai & Wagener, Florian, 2022. "Production delays and price dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 341-362.
  3. Fausto Cavalli & Ahmad Naimzada & Nicol`o Pecora & Marina Pireddu, 2018. "Agents' beliefs and economic regimes polarization in interacting markets," Papers 1805.00387, arXiv.org.
  4. Weihong HUANG & Zhenxi CHEN, 2012. "Regional Financial Markets With Common Currency," Economic Growth Centre Working Paper Series 1210, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  5. Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015. "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, vol. 14(C), pages 178-187.
  6. Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The complex interplay between exchange rate and real markets: an agent-based model exploration," LEM Papers Series 2024/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  7. He, Xue-Zhong & Zheng, Min, 2010. "Dynamics of moving average rules in a continuous-time financial market model," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
  8. Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The interplay between real and exchange rate market: an agent-based model approach," Working Papers - Economics wp2024_10.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  9. Ahmad K. Naimzada & Giorgio Ricchiuti, 2014. "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(3), pages 233-247, November.
  10. Luis Goncalves de Faria, 2022. "An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation," Papers 2206.09772, arXiv.org.
  11. Leonardo Bargigli, 2021. "A model of market making with heterogeneous speculators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 1-28, January.
  12. Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4, July-Dece.
  13. F. Cavalli & A. Naimzada & N. Pecora & M. Pireddu, 2021. "Market sentiment and heterogeneous agents in an evolutive financial model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1189-1219, September.
  14. Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023. "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 671-699, July.
  15. Cavalli, Fausto & Naimzada, Ahmad & Pecora, Nicolò & Pireddu, Marina, 2018. "Market sentiment and heterogeneous fundamentalists in an evolutive financial market mode," MPRA Paper 90289, University Library of Munich, Germany.
  16. Huang, Weihong & Chen, Zhenxi, 2020. "Modelling contagion of financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  17. Changtai Li & Weihong Huang & Wei-Siang Wang & Wai-Mun Chia, 2023. "Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 677-713, February.
  18. Cavalli, Fausto & Naimzada, Ahmad K. & Pecora, Nicolò, 2019. "Complex interplay between monetary and fiscal policies in a real economy model," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 318-330.
  19. Niu, Xiaojian & Niu, Xiaoli & Wu, Kexing, 2021. "Implicit government guarantees and the externality of portfolio diversification: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
  20. F. Cavalli & A. Naimzada & M. Pireddu, 2017. "An evolutive financial market model with animal spirits: imitation and endogenous beliefs," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1007-1040, November.
  21. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "The dynamic behaviour of asset prices in disequilibrium: a survey," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 101-139.
  22. Dieci, Roberto & Westerhoff, Frank, 2010. "Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 743-764, April.
  23. Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
  24. Zhang, Ting & Li, Honggang, 2013. "Buying on margin, selling short in an agent-based market model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4075-4082.
  25. Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010. "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 187-205, June.
  26. Huang, Weihong & Chen, Zhenxi, 2014. "Modeling regional linkage of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 18-31.
  27. Alex Lord & Philip O’Brien, 2017. "What price planning? Reimagining planning as “market maker”," Planning Theory & Practice, Taylor & Francis Journals, vol. 18(2), pages 217-232, April.
  28. Carraro, Alessandro & Ricchiuti, Giorgio, 2015. "Heterogeneous fundamentalists and market maker inventories," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 73-82.
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