The predictive power of zero intelligence in financial markets
Author:
Publisher
Proceedings of the National Academy of Sciences
Subject
Multidisciplinary
Reference18 articles.
1. Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality
2. Market Behavior in a Clearing House
3. Auctions as algorithms
4. Order flow and the bid-ask spread: An empirical probability model of screen-based trading
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