Rule-based trading on an order-driven exchange: a reassessment
Author:
Affiliation:
1. Department of Economics, American University, Washington, DC, USA
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2023.2270711
Reference34 articles.
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3. Bouchaud J.P. Agent-based models for market impact and volatility. In Handbook of Computational Economics edited by C. Hommes and B. LeBaron Vol. 4 pp. 393–436 2018 (Elsevier: Amsterdam).
4. Predictive Disequilibria and the Short Run Dynamics of Asset Prices
5. Econophysics review: II. Agent-based models
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