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Volumn 2, Issue , 2008, Pages 869-876

The effects of market-making on price dynamics

Author keywords

Agent based simulations: Emergent behavior; Economic paradigms: Electronic markets and institutions

Indexed keywords

AUTONOMOUS AGENTS; ELECTRONIC COMMERCE; MULTI AGENT SYSTEMS; PROFITABILITY;

EID: 84899934619     PISSN: 15488403     EISSN: 15582914     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (28)

References (18)
  • 3
    • 22944481832 scopus 로고    scopus 로고
    • A learning market-maker in the glosten-milgrom model
    • April
    • S. Das. A learning market-maker in the Glosten-Milgrom model. Quantitative Finance, 5(2): 169-180, April 2005.
    • (2005) Quantitative Finance , vol.5 , Issue.2 , pp. 169-180
    • Das, S.1
  • 4
    • 84977716725 scopus 로고
    • Time and the process of security price adjustment
    • D. Easley and M. O'Hara. Time and the process of security price adjustment. Journal of Finance, 47:577-606, 1992.
    • (1992) Journal of Finance , vol.47 , pp. 577-606
    • Easley, D.1    O'Hara, M.2
  • 7
    • 0345401653 scopus 로고
    • Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
    • L. Glosten and P. Milgrom. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics, 14:71-100, 1985.
    • (1985) Journal of Financial Economics , vol.14 , pp. 71-100
    • Glosten, L.1    Milgrom, P.2
  • 8
    • 84977725243 scopus 로고
    • Liquidity and market structure
    • S. Grossman and M. Miller. Liquidity and market structure. Journal of Finance, 43:617-633, 1988.
    • (1988) Journal of Finance , vol.43 , pp. 617-633
    • Grossman, S.1    Miller, M.2
  • 11
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • A. S. Kyle. Continuous auctions and insider trading. Econometrica, 53(6):1315-1336, 1985.
    • (1985) Econometrica , vol.53 , Issue.6 , pp. 1315-1336
    • Kyle, A.S.1
  • 12
    • 0000444193 scopus 로고    scopus 로고
    • Agent-based computational finance: Suggested readings and early research
    • B. LeBaron. Agent-based computational finance: Suggested readings and early research. Journal of Economic Dynamics and Control, 24:679-702, 2000.
    • (2000) Journal of Economic Dynamics and Control , vol.24 , pp. 679-702
    • Lebaron, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.