How Price Limits Effect the Behaviors of a Market with Differences on Speed of Information Acquisition: An Approach with Artificial Market(An Agent-based Model for Financial Market)-Reference-Cited by-同舟云学术

How Price Limits Effect the Behaviors of a Market with Differences on Speed of Information Acquisition: An Approach with Artificial Market(An Agent-based Model for Financial Market)

Published:2021-09-01 Issue:5 Volume:36 Page:AG21-A_1-8
ISSN:1346-0714
Container-title:Transactions of the Japanese Society for Artificial Intelligence
language:en
Short-container-title:Transactions of the Japanese Society for Artificial Intelligence

Author:

Xie Fan¹,Akiyama Eizo²

Affiliation:

1. Graduate school of Systems and Information Engineering, University of Tsukuba.

2. Faculty of Engineering, Information and Systems, University of Tsukuba.

Publisher

Japanese Society for Artificial Intelligence

Subject

Artificial Intelligence,Software

Link

https://www.jstage.jst.go.jp/article/tjsai/36/5/36_36-5_AG21-A/_pdf

Reference22 articles.

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2. [Brady 88] Brady, N. F.: Report of the Presidential Task Force on Market Mechanisms: Submitted to the President of the United States, the Secretary of the Treasury, and the Chairman of the Federal Reserve Board[M]. Task Force, 1988.

3. [Chan 05] Chan, S. H., Kim, K. A., Rhee, S. G.: Price limit performance: evidence from transactions data and the limit order book[J]. Journal of Empirical Finance, 2005, 12(2): 269-290.

4. [Chiarella 02] Chiarella, C., Iori, G.: A simulation analysis of the microstructure of double auction markets. Quantitative finance, 2(5): 346-353, 2002.

5. [Dabbou 13] Dabbou, H., Silem, A.: Price limit and financial contagion: Protection or illusion? the tunisian stock exchange case. International Journal of Economics and Financial Issues, 4(1): 54-70, 2013.