Author:
Bottazzi Giulio,Dosi Giovanni,Rebesco Igor
Subject
Applied Mathematics,Economics and Econometrics
Reference36 articles.
1. Trading mechanisms and stock returns: An empirical investigation;Amihud;Journal of Finance,1987
2. Arthur, W.B., Holland, J.H., LeBaron, B., Palmer, R., Tayler, P., 1997. Asset pricing under endogenous expectations in an artificial stock market. In: Arthur, W.B., Durlauf, S.N., Lane, D.A. (Eds.), The Economy as an Evolving Complex System II. Addison-Wesley, Boston.
3. Beltratti, A., Margarita, S., 1992. Simulating an Artificial Adaptive Stock Market. Mimeo, Turin University.
4. Price discovery and learning during pre-opening period in the Paris Bourse;Biais;Journal of Political Economy,1999
5. Bottazzi, G., 2002. A Simple Micro-Model of Market Dynamics, LEM Working Paper, Sant’Anna School of Advanced Studies, Pisa, forthcoming in Proceedings of the Conference WEHIA 2002. Springer-Verlag, Berlin.
Cited by
48 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