How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders

Andrea Consiglio () and Annalisa Russino

Journal of Economic Dynamics and Control, 2007, vol. 31, issue 6, pages 1910-1937

Date: 2007

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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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