Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread

Takero Ibuki () and Jun-ichi Inoue ()

Journal of Economic Interaction and Coordination, 2011, vol. 6, issue 2, 93-120

Keywords: Double-auction; Bid–Ask spread; Response function; Minority game; Stochastic process; Non-equilibrium phenomena; Agent-based simulations; Econophysics (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11403-011-0078-x

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