Jacob D. Leshno, Bary S. R. Pradelski. The importance of memory for price discovery in decentralized markets. Games and Economic Behavior, 125:62-78, 2021. [doi]
@article{LeshnoP21,
title = {The importance of memory for price discovery in decentralized markets},
author = {Jacob D. Leshno and Bary S. R. Pradelski},
year = {2021},
doi = {10.1016/j.geb.2020.11.002},
url = {https://doi.org/10.1016/j.geb.2020.11.002},
researchr = {https://researchr.org/publication/LeshnoP21},
cites = {0},
citedby = {0},
journal = {Games and Economic Behavior},
volume = {125},
pages = {62-78},
}