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

Autor: Mizuta, Takanobu¹, Kosugi, Shintaro², Kusumoto, Takuya², Matsumoto, Wataru², Izumi, Kiyoshi^3,4, Yagi, Isao⁵, Yoshimura, Shinobu³

Publikováno v: Intelligent Systems in Accounting, Finance & Management. Jan-Jun2016, Vol. 23 Issue 1/2, p97-120. 24p.

Effects of dark pools on financial markets' efficiency and price discovery function: an investigation by multi-agent simulations.

Autor: Mizuta, Takanobu, Kosugi, Shintaro, Kusumoto, Takuya, Matsumoto, Wataru, Izumi, Kiyoshi

Publikováno v: Evolutionary & Institutional Economics Review (Springer Science & Business Media B.V.); Dec2015, Vol. 12 Issue 2, p375-394, 20p, 3 Diagrams, 3 Charts, 7 Graphs