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20042009
most citedShort-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

9 citations · 9 across the 3 of their papers we have counts for

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q-fin.GN2008★ 9 cited

Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

Gunter M. Schütz, Fernando Pigeard de Almeida Prado, Rosemary J. Harris +1

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a co…