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The effect of limit order book state on traders' pricing strategy: Simulation based on artificial stock market

  • Wei Cheng*
  • , Wan Hua Qiu
  • , He Ying Jiao
  • , Shan Cun Liu
  • *此作品的通讯作者
  • Beihang University

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

In this paper we develop a model of an order-driven market where traders set bids and asks and post market or limit orders according to their expectation of asset's future price. Heterogeneous agents are assumed to have four components of the expectation of future asset returns, namely fundamentalist, chartist and noise trader, as well as order book state. Through a series of simulations we conclude limit order book contains information of present supply-demand relation, which make more accuracy in traders' pricing strategy.

源语言英语
主期刊名Proceedings of the 2nd International Conference on Modelling and Simulation, ICMS2009
228-232
页数5
出版状态已出版 - 2009
活动2009 Joint International Conference on Modelling and Simulation - Manchester, 英国
期限: 21 5月 200922 5月 2009

出版系列

姓名Proceedings of the 2nd International Conference on Modelling and Simulation, ICMS2009
7

会议

会议2009 Joint International Conference on Modelling and Simulation
国家/地区英国
Manchester
时期21/05/0922/05/09

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