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The Efficiency of an Artificial Double Auction Stock Market with Neural Learning Agents
16 references·2 citing·27 second hop
The Efficiency of an Artificial Double Auction Stock Market with Neural Learning Agents (2002)The Efficiency of an Artificial Double Au…American Economic Review (2019)American Economic ReviewThe Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Market Microstructure Theory. (1996)Market Microstructure Theory.A test for independence based on the correlation dimension (1996)A test for independence based…Market microstructure theory (1995)Market microstructure theoryBounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Allocative Efficiency of Mark…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Towards decentralized electronic market places and agent-based freight exchanges for multimodal transports (2015)Towards decentralized electro…Do price limits hurt the market? (2013)Do price limits hurt the mark…Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Econometric Analysis of Cross Section and Panel Data (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2019American Economic Review10,902 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
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  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
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  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
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  • 1982On the Possibility of Speculation under Rational Expectations959 cited

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  • 1993Bounded Rationality in Macroeconomics945 cited
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    • 2013Do price limits hurt the market?28 cited
    • 2015Towards decentralized electronic market places and agent-based freight exchanges for multimodal transports6 cited