A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET

E-ISSN： 1469-8056|16|4|556-575

ISSN： 1365-1005

Source： Macroeconomic Dynamics, Vol.16, Iss.4, 2011-04, pp. : 556-575

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Is the Experimental Auction a Dynamic Market?

By Corrigan Jay

Environmental and Resource Economics, Vol. 31, Iss. 1, 2005-05 ,pp. : 35-45

Springer Publishing Company

Access to resources Recommend Favorite

Do variable length moving average trading rules matter during a financial crisis period?

By Ni Yen-Sen Lee Jen-Tsai Liao Yi-Ching

Applied Economics Letters, Vol. 20, Iss. 2, 2013-02 ,pp. : 135-141

Routledge Ltd

Access to resources Recommend Favorite

An ascending double auction

By Peters Michael

Economic Theory, Vol. 37, Iss. 2, 2008-11 ,pp. : 281-306

Springer Publishing Company

Access to resources Recommend Favorite

The Modified Vickrey Double Auction

By Yoon K.

Journal of Economic Theory, Vol. 101, Iss. 2, 2001-12 ,pp. : 572-584

Academic Press

Access to resources Recommend Favorite

Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence

Applied Economics, Vol. 46, Iss. 24, 2014-08 ,pp. : 2851-2872

Routledge Ltd

Access to resources Recommend Favorite