Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets

Javier Gil-Bazo, David Moreno, Mikel Tapia. Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets. Computational Intelligence, 23(2):176-196, 2007. [doi]

@article{Gil-BazoMT07,
  title = {Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets},
  author = {Javier Gil-Bazo and David Moreno and Mikel Tapia},
  year = {2007},
  doi = {10.1111/j.1467-8640.2007.00301.x},
  url = {http://dx.doi.org/10.1111/j.1467-8640.2007.00301.x},
  researchr = {https://researchr.org/publication/Gil-BazoMT07},
  cites = {0},
  citedby = {0},
  journal = {Computational Intelligence},
  volume = {23},
  number = {2},
  pages = {176-196},
}