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

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  • Takero Ibuki
  • Jun-ichi Inoue

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  • Takero Ibuki & Jun-ichi Inoue, 2011. "Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(2), pages 93-120, November.
    • Handle: RePEc:spr:jeicoo:v:6:y:2011:i:2:p:93-120
    DOI: 10.1007/s11403-011-0078-x
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    References listed on IDEAS

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