A simulation analysis of the microstructure of double auction markets

Quantitative Finance

Volumn 2, Issue 5, 2002, Pages 346-353

  Chiarella, Carl ^a   Iori, Giulia ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b KING'S COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 50249102205     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/5/303     Document Type: Article

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