Market Force, Ecology, and Evolution

In financial markets, an excess of buying tends to drive prices up, and an excess of selling tends to drive them down. This is called market impact. Based on a simplified model for market making, it is possible to derive a unique functional form for market impact. This can be used to formulate a...

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Detalhes bibliográficos
Autor principal: Farmer, J
Formato: Livro
Publicado em: 2013
Search Result 1

Market force, ecology and evolution Por Farmer, J

Publicado em 2013
Journal article
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Market force, ecology and evolution Por Farmer, J

Publicado em 1998
Journal article