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Are Price Limits Effective? An Examination of an Artificial Stock Market
We investigated the inter-day effects of price limits policies that are employed in agent-based simulations. To isolate the impact of price limits from the impact of other factors, we built an artificial stock market with higher frequency price limits hitting. The trading mechanisms in this market a...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4981392/ https://www.ncbi.nlm.nih.gov/pubmed/27513330 http://dx.doi.org/10.1371/journal.pone.0160406 |