66 citations · 89 across the 2 of their papers we have counts for
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physics.soc-ph2006★ 23 cited
The value of information in a multi-agent market model
Bence Toth, Enrico Scalas, Juergen Huber +1
We present an experimental and simulated model of a multi-agent stock market driven by a double auction order matching mechanism. Studying the effect of cumulative information on t…
physics.soc-ph2006★ 66 cited
Waiting times between orders and trades in double-auction markets
Enrico Scalas, Taisei Kaizoji, Michael Kirchler +2
In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirica…