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Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations

Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations

MIZUTA, TAKANOBU; IZUMI, KIYOSHI; YAGI, ISAO; YOSHIMURA, SHINOBU
  • 期刊名称Electronics and Communications in Japan
  • 作者MIZUTA, TAKANOBU; IZUMI, KIYOSHI; YAGI, ISAO; YOSHIMURA, SHINOBU
  • 卷第98卷
  • 期第7期
  • 印刷ISSN1942-9533
  • 文件大小548.78KB
  • 发表时间2015-07
  • DOI10.1002/ecj.11684
  • 页码13-21
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