A calibrated agent-based model of a one-sided sell-offer market for fractional shares yields a liquidity ratio of 13.9 percent versus 9.6 percent observed, but it misses offer counts and traded volumes by wide margins.
The Behavior of the exchange Rate in the genetic Algorithm and experimental Economies
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.TR 1years
2024 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
A calibrated agent-based model of a one-sided sell-offer market for fractional shares yields a liquidity ratio of 13.9 percent versus 9.6 percent observed, but it misses offer counts and traded volumes by wide margins.