Market Depth And Price Dynamics: A Note
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DOI: 10.1142/S0129183104006455
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- Frank Westerhoff, 2004. "Market depth and price dynamics: A note," Papers cond-mat/0403723, arXiv.org.
References listed on IDEAS
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- Sansone, Alessandro & Garofalo, Giuseppe, 2007.
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- Giuseppe Garofalo & Alessandro Sansone, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics 88, University of Rome La Sapienza, Department of Economics and Law.
- Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, University Library of Munich, Germany.
- Giuseppe Garofalo & Alessandro Sansone, 2006. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers physics/0607276, arXiv.org.
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Keywords
Econophysics; market depth; price dynamics; nonlinearities; technical and fundamental analysis;All these keywords.
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