Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq.

Bruno Biais Christophe Bisière Chester Spatt

Published in: Manag. Sci. (2010)

Keyphrases

financial markets
stock market
market data
stock price
portfolio selection
risk management
technical indicators
stock index
stock returns
agent based modeling
agent based models
financial time series
trading systems
trading strategies
exchange rate
trading rules
expert systems
case study
databases