Auction Market System in Electronic Security Trading Platform
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References listed on IDEAS
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
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Keywordsagent-based modelling; computational market experiment; electronic security trading platform; Xetra; non-equilibrium priced ynamics; automatic trading;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C9 - Mathematical and Quantitative Methods - - Design of Experiments
- G1 - Financial Economics - - General Financial Markets
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D6 - Microeconomics - - Welfare Economics
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
- D4 - Microeconomics - - Market Structure, Pricing, and Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-22 (All new papers)
- NEP-CMP-2012-12-22 (Computational Economics)
- NEP-EXP-2012-12-22 (Experimental Economics)
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