Ecology of trading strategies in a forex market for limit and market orders
Author:
Funder
Japan Society for the Promotion of Science
Strategic International Collaborative Research Program
Publisher
Public Library of Science (PLoS)
Subject
Multidisciplinary
Reference28 articles.
1. Are investors reluctant to realize their losses?;T Odean;The Journal of finance,1998
2. The investment behavior and performance of various investor types: a study of Finland’s unique data set;M Grinblatt;Journal of financial economics,2000
3. Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior;DM de Lachapelle;New Journal of Physics,2010
4. How news affects the trading behaviour of different categories of investors in a financial market;F Lillo;Quantitative Finance,2015
5. Identification of clusters of investors from their real trading activity in a financial market;M Tumminello;New Journal of Physics,2012
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies;Journal of Statistical Physics;2024-05-07
2. Quantitative statistical analysis of order-splitting behavior of individual trading accounts in the Japanese stock market over nine years;Physical Review Research;2023-11-08
3. Inferring Microscopic Financial Information from the Long Memory in Market-Order Flow: A Quantitative Test of the Lillo-Mike-Farmer Model;Physical Review Letters;2023-11-08
4. Social physics;Physics Reports;2022-02
5. Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process;Entropy;2022-01-29
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3