Information-driven trade and price–volume relationship in artificial stock markets
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- Tangmongkollert, K. & Suwanna, S., 2016. "Asset price and trade volume relation in artificial market impacted by value investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 126-133.
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KeywordsPrice–volume relationship; Agent-based computational finance (ACF); Artificial stock market; Microstructure;
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