Načítá se...

Are Price Limits Effective? An Examination of an Artificial Stock Market

We investigated the inter-day effects of price limits policies that are employed in agent-based simulations. To isolate the impact of price limits from the impact of other factors, we built an artificial stock market with higher frequency price limits hitting. The trading mechanisms in this market a...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:PLoS One
Hlavní autoři: Zhang, Xiaotao, Ping, Jing, Zhu, Tao, Li, Yuelei, Xiong, Xiong
Médium: Artigo
Jazyk:Inglês
Vydáno: Public Library of Science 2016
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4981392/
https://ncbi.nlm.nih.gov/pubmed/27513330
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0160406
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!