Sixteenths or pennies? Observations from a simulation of the Nasdaq stock market

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 2000, Pages 151-154

  Darley, Vince ^a   Outkin, Alexander ^a   Plate, Tony ^a   Gao, Frank ^a  

^a Bios Group   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; COMPUTER SIMULATION; DATA PROCESSING; NEURAL NETWORKS; RANDOM PROCESSES;

FAT TAILS; LEARNING AGENTS; MARKET DYNAMICS; NASDAG STOCK MARKET; PERSISTENT VOLATILITY; PRICE DISCOVERY; SPREAD CLUSTERING; TICK SIZE EFFECTS;

MARKETING;

EID: 0033731572     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (0)