Effects of dark pools on financial markets’ efficiency and price discovery function: an investigation by multi-agent simulations

Agent-based Computational Finance

Blake LeBaron · RePEc: Research Papers in Economics · 1989 · 710 citations

Agent-based System, Economics, Computational Finance +11

A simulation analysis of the microstructure of double auction markets*

Carl Chiarella, Giulia Iori · Quantitative Finance · 2002 · 276 citations

Electronic Auction, Market Equilibrium, Double Auction Markets +20

Bubble measures in experimental asset markets

Thomas Stöckl, Jürgen Huber, Michael Kirchler · Experimental Economics · 2010 · 244 citations

Agent-based economic models and econometrics

Shu‐Heng Chen, Chia‐Ling Chang, Ye-Rong Du · The Knowledge Engineering Review · 2012 · 225 citations

Empirical Content, Applied Econometrics, Ace Modeling +16

The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies

Frank Westerhoff · Jahrbücher für Nationalökonomie und Statistik · 2008 · 106 citations

Agent Theory, Market Regulation, Financial Regulation +19