The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market
Author:
Affiliation:
1. School of Economics Fudan University Shanghai China
2. Department of Finance and Legal Studies, College of Business Administration University of Missouri—St. Louis St. Louis Missouri USA
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fire.12262
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1. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
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