166 citations · 773 across the 24 of their papers we have counts for
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q-fin.TR2013★ 9 cited
Impact of information cost and switching of trading strategies in an artificial stock market
Yi-Fang Liu, Wei Zhang, Chao Xu +2
This paper studies the switching of trading strategies and its effect on the market volatility in a continuous double auction market. We describe the behavior when some uninformed…
q-fin.TR2007
Detecting anchoring in financial markets
Jorgen Vitting Andersen
Anchoring is a term used in psychology to describe the common human tendency to rely too heavily (anchor) on one piece of information when making decisions. A trading algorithm ins…