Journal Article

·2025

Price dynamics in artificial stock market with realistic order book mechanism

Uzay Çetin , Şükrü C. Demirtaş YTU , Senem Çakmak Şahin YTU

The North American Journal of Economics and Finance

No open-access abstract is available for this article. Use the DOI link on the right to read the full text.

Keywords

Economics Order (exchange) Stock market Mechanism (biology) Financial economics Order book Econometrics Monetary economics Mathematical economics Finance Physics Biology

Subject Areas

Complex Systems and Time Series Analysis ·Economics and Econometrics ·Social Sciences
Stock Market Forecasting Methods ·Management Science and Operations Research ·Social Sciences
Financial Risk and Volatility Modeling ·Finance ·Social Sciences