Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations-Reference-Cited by-同舟云学术

Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations

Published:2015-06-11 Issue:7 Volume:98 Page:13-21
ISSN:1942-9533
Container-title:Electronics and Communications in Japan
language:en
Short-container-title:Electron Comm Jpn

Author:

MIZUTA TAKANOBU¹,IZUMI KIYOSHI²,YAGI ISAO³,YOSHIMURA SHINOBU⁴

Affiliation:

1. SPARX Asset Management Co. Ltd. and University of Tokyo; Japan

2. University of Tokyo and CREST; Japan

3. Kanagawa Institute of Technology; Japan

4. University of Tokyo; Japan

Publisher

Wiley

Subject

Applied Mathematics,Electrical and Electronic Engineering,Computer Networks and Communications,General Physics and Astronomy,Signal Processing

Reference15 articles.

1. Tokyo Stock Exchange: Guide to TSE trading methodology 2012

2. Otsuka K Current state of short selling and effects of short selling and regulations on the Tokyo Stock Exchange Tokyo Stock Exchange Working Paper, 1, Tokyo Stock Exchange 2012

3. LeBaron B Agent-based Computational finance, handbook of computational economics, Vol. 2 2006 1187 1233

4. Chen SH Chang CL Du YR Agent-based economic models and econometrics, knowledge engineering review 2009

5. A study on the effectiveness of short-selling regulation using artificial markets;Yagi;Evol Inst Econ Rev,2010

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