Market Design, Trading Behavior and Price Discovery — An Experimental Stock Market Model

Contributions to Management Science - Empirical Research on the German Capital Market ◽

10.1007/978-3-642-58664-4_1 ◽

1999 ◽

pp. 3-25 ◽

Cited By ~ 1

Author(s):

Wolfgang Gerke ◽

Horst Bienert

Keyword(s):

Stock Market ◽

Price Discovery ◽

Market Design ◽

Market Model ◽

Trading Behavior

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Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2188542 ◽

2012 ◽

Author(s):

Sobhesh Kumar Agarwalla ◽

Joshy Jacob ◽

Ajay Pandey

Keyword(s):

Stock Market ◽

High Frequency ◽

Price Discovery ◽

High Frequency Data ◽

Frequency Data ◽

Call Auction ◽

Indian Stock Market

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New Stock Market Model

SSRN Electronic Journal ◽

10.2139/ssrn.403 ◽

1997 ◽

Author(s):

Brian NMI Thomas

Keyword(s):

Stock Market ◽

Market Model

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A simple finite-difference stock market model involving intrinsic value

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2007.01.016 ◽

2008 ◽

Vol 38 (3) ◽

pp. 769-777

Author(s):

Jan Melecký ◽

Artur Sergyeyev

Keyword(s):

Finite Difference ◽

Stock Market ◽

Intrinsic Value ◽

Market Model

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A New Stock Market Model with Adaptive Rational Equilibrium Dynamics

2010 Complexity in Engineering ◽

10.1109/compeng.2010.21 ◽

2010 ◽

Author(s):

Claudio Cecchetto ◽

Fabio Dercole

Keyword(s):

Stock Market ◽

Market Model ◽

Equilibrium Dynamics

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A Stock Market Model

SSRN Electronic Journal ◽

10.2139/ssrn.1293949 ◽

2008 ◽

Author(s):

Myron J. Gordon ◽

Suresh Sethi

Keyword(s):

Stock Market ◽

Market Model

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Estimation of an Adaptive Stock Market Model with Heterogeneous Agents

SSRN Electronic Journal ◽

10.2139/ssrn.938693 ◽

2006 ◽

Author(s):

Henrik Amilon

Keyword(s):

Stock Market ◽

Heterogeneous Agents ◽

Market Model

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Fluctuations of interface statistical physics models applied to a stock market model

Nonlinear Analysis Real World Applications ◽

10.1016/j.nonrwa.2006.11.017 ◽

2008 ◽

Vol 9 (2) ◽

pp. 718-723 ◽

Cited By ~ 27

Author(s):

Jun Wang ◽

Song Deng

Keyword(s):

Stock Market ◽

Statistical Physics ◽

Market Model

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Ising-correlated clusters in the Cont-Bouchaud stock market model

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(01)00118-2 ◽

2001 ◽

Vol 294 (1-2) ◽

pp. 235-238 ◽

Cited By ~ 17

Author(s):

L.R da Silva ◽

D Stauffer

Keyword(s):

Stock Market ◽

Market Model

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THE INFLUENCE OF INVESTOR NUMBER ON A MICROSCOPIC MARKET MODEL

International Journal of Modern Physics C ◽

10.1142/s0129183195000691 ◽

1996 ◽

Vol 06 (06) ◽

pp. 845-852 ◽

Cited By ~ 19

Author(s):

T. HELLTHALER

Keyword(s):

Stock Market ◽

Market Model

The stock market model of Levy, Persky, Solomon is simulated for much larger numbers of investors. While small markets can lead to realistically looking prices, the resulting prices of large markets oscillate smoothly in a semi-regular fashion.

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Impact of Demographics on Trading Behavior of Retail Investors in Indian Stock Market - A study of Faridabad district

International Journal of Management Studies ◽

10.18843/ijms/v5i2(7)/03 ◽

2018 ◽

Vol V (2(7)) ◽

pp. 17

Author(s):

Pratima Rawal ◽

Jivan Kumar Chowdhury

Keyword(s):

Stock Market ◽

Trading Behavior ◽

Retail Investors ◽

Indian Stock Market

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