Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models
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References listed on IDEAS
- Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
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- Richard Bookstaber & Michael D. Foley & Brian F. Tivnan, 2016. "Toward an understanding of market resilience: market liquidity and heterogeneity in the investor decision cycle," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(2), pages 205-227, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-04 (All new papers)
- NEP-FMK-2011-06-04 (Financial Markets)
- NEP-RMG-2011-06-04 (Risk Management)
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