Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Xuenu Liu"'
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
This study investigated the dynamics between tick size and market quality using an agent-based multiple-order-book stock-market model. Given the multiple-order-book setting, we integrated the model with small-, medium-, and large-cap stocks and condu
Externí odkaz:
https://doaj.org/article/6da27490a9c64d2f93f5fbae6a3f4607
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
This study investigated the dynamics between tick size and market quality using an agent-based multiple-order-book stock-market model. Given the multiple-order-book setting, we integrated the model with small-, medium-, and large-cap stocks and condu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6e74318b15fe3111bb1461dd57c26726
https://doi.org/10.3389/fphy.2020.00135
https://doi.org/10.3389/fphy.2020.00135