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View all- Tigani SChaibi HSaadane R(2019)Gaussian Mixture and Kernel Density-Based Hybrid Model for Volatility Behavior Extraction From Public Financial DataData10.3390/data40100194:1(19)Online publication date: 24-Jan-2019
How do emerging market corporates fare during periods of currency depreciation? We find that nonfinancial firms that exploit favorable global financing conditions to issue U.S. dollar bonds and build cash balances are also those whose share price is most ...
Based on the multi-agent model, an artificial stock market with four types of traders is constructed. On this basis, this paper focuses on comparing the effects of liquidation behavior on market liquidity, volatility, price discovery efficiency ...
Several major securities markets including Nasdaq in the United States and the London Stock Exchange's SEAQ are organized as dealer markets that use computer screen displays of competitive dealer quotes to establish fair trade prices. To improve their ...
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