How does learning affect market liquidity? A simulation...

How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders

Andrea Consiglio, Annalisa Russino
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Volume:
31
Year:
2007
Language:
english
Pages:
28
DOI:
10.1016/j.jedc.2007.01.007
File:
PDF, 521 KB
english, 2007
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