Publications

Filtered Results: 3 found

Jan 2005
Journal
A Random Order Placement Model of Price Formation in the Continuous Double Auction
J. Doyne Farmer, Laszlo Gillemot, Marcus G. Daniels, Giulia Iori, Eric Smith, Supriya Krishnamurthy
Jan 2002
Journal
How storing supply and demand affects price diffusion
J. Doyne Farmer, Marcus G. Daniels, Giulia Iori, Eric Smith
Jan 2002
Journal
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
J. Doyne Farmer, Laszlo Gillemot, Marcus G. Daniels, Giulia Iori, Eric Smith