Market force, ecology and evolution

Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context of trading with market orders. Because this is so much...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Farmer, J
Aineistotyyppi: Journal article
Julkaistu: 2013
Search Result 1
Search Result 2

Market force, ecology and evolution Tekijä Farmer, J

Julkaistu 1998
Journal article