A simulated electronic market with speculative behaviour and bubble formation

Author:

Cofre NicolasORCID,Mosionek-Schweda MagdalenaORCID

Publisher

Elsevier BV

Reference30 articles.

1. A mathematical approach to order book modeling;Abergel;Int. J. Theor. Appl. Finance,2013

2. Bubbles and crashes;Abreu;Econometrica,2003

3. What is going on with studies on financial speculation? Evidence from a bibliometric analysis;Alaminos;Int. Rev. Econ. Finance,2024

4. Using covariates to improve the efficacy of univariate bubble detection methods;Astill;J. Empir. Financ.,2023

5. How to evaluate trading strategies: Single agent market replay or multiple agent interactive simulation?;Balch,2019

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