Tick size and market quality: Simulations based on agent-based artificial stock markets.
Xinhui YangJie ZhangQing YePublished in: Intell. Syst. Account. Finance Manag. (2020)
Keyphrases
- stock market
- stock returns
- financial data
- stock price
- financial markets
- stock exchange
- short term
- foreign exchange
- trading rules
- chinese stock market
- stock data
- financial time series
- stock market data
- stock trading
- investment strategies
- technical indicators
- trading strategies
- agent based simulations
- financial news
- stock index
- trading systems
- long term
- double auction
- cross sectional