Mikhail Anufriev, Jasmina Arifovic, Anil Donmez, John Ledyard, Valentyn Panchenko
{"title":"IEL-CDA Model: A more accurate theory of behavior in continuous double auctions","authors":"Mikhail Anufriev, Jasmina Arifovic, Anil Donmez, John Ledyard, Valentyn Panchenko","doi":"10.1016/j.jedc.2024.104840","DOIUrl":"https://doi.org/10.1016/j.jedc.2024.104840","url":null,"abstract":"","PeriodicalId":501661,"journal":{"name":"Journal of Economic Dynamics and Control","volume":"76 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139950787","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, C. Hsiao, Liang Peng
{"title":"A Contagion Test With Unspecified Heteroscedastic Errors","authors":"Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, C. Hsiao, Liang Peng","doi":"10.1016/j.jedc.2023.104804","DOIUrl":"https://doi.org/10.1016/j.jedc.2023.104804","url":null,"abstract":"","PeriodicalId":501661,"journal":{"name":"Journal of Economic Dynamics and Control","volume":"66 15","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139014288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}