Analytical and simulational approaches to the relation between the stock market liquidity and the traders’ utility

In stock markets, it is often argued that increased liquidity contributes to the public benefit of the market as a whole, but it is not self-evident. In this study, we analyze the impact of increasing market liquidity on traders’ utility mathematically. We analytically calculate the average utility...

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Veröffentlicht in:	Artificial life and robotics 2022-11, Vol.27 (4), p.691-697
Hauptverfasser:	Nagumo, Shota, Ichiki, Shingo, Shimada, Takashi
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial Intelligence Computation by Abstract Devices Computer Science Control Impact analysis Mechatronics Original Article Robotics
Online-Zugang:	Volltext
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