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Journal of economic interaction and coordination. 2011;6(2):93-120. doi: 10.1007/s11403-011-0078-x Q31.02025

Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread

双拍卖市场对瞬时卖出-随机买入信号的响应

Takero Ibuki; Jun-ichi Inoue

DOI: 10.1007/s11403-011-0078-x

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期刊名:Journal of economic interaction and coordination

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ISSN:1860-711X

e-ISSN:1860-7128

IF/分区:1.0/Q3

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Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread