An analysis on the features of foreign exchange market change with group behavior bias : Experiment, empirical study and artificial market method
An analysis on the features of foreign exchange market change with group behavior bias : Experiment, empirical study and artificial market method
批准号:
26285070
负责人:
SUSAI Masayuki
金额:
$10.32万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (B)
财政年份:
2014
资助国家:
日本
项目状态:
已结题
起止时间:
2014-04-01 至 2018-03-31
中文摘要
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he Impact of Large FX Orders on High-frequency Trading Behaviour
大额外汇订单对高频交易行为的影响
DOI:
--
发表时间:
2016
期刊:
影响因子:
--
作者:
[Masayuki Susai, Alexis Stenfors]
通讯作者:
Alexis Stenfors
We missed it again! Why Do So Many Market Orders in High-Frequency FX Trading Fail to Be Executed?
我们又错过了!
DOI:
--
发表时间:
2015
期刊:
Handbook of High Frequency Trading
影响因子:
--
作者:
[Masayuki Susai , Yushi Yoshida]
通讯作者:
Yushi Yoshida
Liquidity Withdrawals in the FX Spot Market: A Cross-Country Study using High-Frequency Data
外汇现货市场的流动性提取:使用高频数据的跨国研究
DOI:
--
发表时间:
2017
期刊:
Working Papers in Economics & Finance
影响因子:
--
作者:
[Alexis Stenfors, Masayuki Susai]
通讯作者:
Masayuki Susai
EBS外為市場における高頻度注文の実証分析
EBS外汇市场高频订单实证分析
DOI:
--
发表时间:
2015
期刊:
影响因子:
--
作者:
[Masayuki Susai , Yushi Yoshida]
通讯作者:
Yushi Yoshida
Life-time of Limit Orders in the EBS Foreign Exchange Spot Markets
EBS 外汇现货市场限价订单的有效期
DOI:
--
发表时间:
2014
期刊:
影响因子:
--
作者:
[Masayuki Susai , Yushi Yoshida]
通讯作者:
Yushi Yoshida
共 29 条
Research on the GARCH generation mechanism with experiment, artificial market and simulation.
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批准号:22330097
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$10.73万
-
财政年份:2010
-
负责人:SUSAI Masayuki
-
依托单位:
A Research on the Measurement of Market Sentiment with AHP and FX Daeler's Behavioral Biases
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批准号:18330070
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$11.23万
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财政年份:2006
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负责人:SUSAI Masayuki
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依托单位:
海外基金