Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations-Reference-Cited by-同舟云学术

Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations

Published:2015-07-20 Issue:1-2 Volume:23 Page:97-120
ISSN:1055-615X
Container-title:Intelligent Systems in Accounting, Finance and Management
language:en
Short-container-title:Intell. Sys. Acc. Fin. Mgmt.

Author:

Mizuta Takanobu¹,Kosugi Shintaro²,Kusumoto Takuya²,Matsumoto Wataru²,Izumi Kiyoshi³⁴,Yagi Isao⁵,Yoshimura Shinobu³

Affiliation:

1. SPARX Asset Management Co. Ltd.; Tokyo Japan

2. Nomura Securities Co., Ltd., Execution Service Department; Tokyo Japan

3. School of Engineering; The University of Tokyo; Tokyo Japan

4. CREST, JST; Tokyo Japan

5. Faculty of Information Technology, Kanagawa Institute of Technology; Kanagawa Japan

Publisher

Wiley

Subject

Finance,General Business, Management and Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/isaf.1374/fullpdf

Reference36 articles.

1. Bowley A. 2014 Agreement of MiFID II reforms http://instinet.com/docs/msr/2014/Agreement_of_MiFID_II_Reforms-Quick_Analysis.pdf

2. Are there rational speculative bubbles in Asian stock markets?;Chan;Pacific-Basin Finance Journal,1998

3. Agent-based economic models and econometrics;Chen;Knowledge Engineering Review,2012

4. Commodity Futures Trading Commission and Securities Exchange Commission 2010 Findings regarding the market events of May 6, 2010 https://www.sec.gov/news/studies/2010/marketevents-report.pdf

Cited by 28 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

1. Institutional framework, macroeconomic instability and financial markets: perspective from emerging economies;Journal of Economic and Administrative Sciences;2024-05-07

2. Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators;SSRN Electronic Journal;2024

3. Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model;2023 IEEE Symposium Series on Computational Intelligence (SSCI);2023-12-05

4. Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning;World Wide Web;2023-08-03

5. Frequent Batch Auctions investigated by Agent-Based Model;2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI);2023-07-08