A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets

Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi. A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets. In Quan Bai, Naoki Fukuta, editors, Advances in Practical Multi-Agent Systems, PRIMA 2009 Workshops, Nagoya, Japan, December 14-16, 2009. Volume 325 of Studies in Computational Intelligence, pages 217-231, 2009. [doi]

Authors

Isao Yagi

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Takanobu Mizuta

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Kiyoshi Izumi

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