Trade arrival dynamics and quote imbalance in a limit order book,
Alexander Lipton, Umberto Pesavento and Michael G Sotiropoulos,
from arXiv.org
(2013)
Simulating and analyzing order book data: The queue-reactive model,
Weibing Huang, Charles-Albert Lehalle and Mathieu Rosenbaum,
from arXiv.org
(2014)
Speculative behavior and the dynamics of interacting stock markets,
Noemi Schmitt and Frank Westerhoff,
from Bamberg University, Bamberg Economic Research Group
(2013)
Keywords: stock markets, stylized facts, technical and fundamental analysis, agent-based modeling, bounded rationality, simulation analysis
Information and Two-Sided Platform Profits,
Andrei Hagiu and Hanna Halaburda,
from Harvard Business School
(2014)
Keywords: two-sided platforms, information, responsive expectations, passive expectations, wary expectations
Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model,
Christopher Boortz, Simon Jurkatis, Stephanie Kremer and Dieter Nautz,
from DIW Berlin, German Institute for Economic Research
(2013)
Keywords: Herd Behavior, Institutional Trading, Model Simulation
Quantifying preferential trading in the e-MID interbank market,
V. Hatzopoulos, Giulia Iori, Rosario Mantegna, S. Micciche and M. Tumminello,
from Department of Economics, City University London
(2013)
Keywords: Interbank markets; interbank rates; preferential links; statistically validated networks