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

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2007
Volume: 31
Issue: 6
Pages: 1910-1937

Authors (2)

Consiglio, Andrea (Dipartimento di Scienze Statis...) Russino, Annalisa (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:dyncon:v:31:y:2007:i:6:p:1910-1937
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25