The Impact of Imitation on Long Memory in an Order-Driven Market

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The Impact of Imitation on Long Memory in an Order-Driven Market

Blake LeBaron and Ryuichi Yamamoto

Eastern economic journal, Vol.34(4), pp.504-517

10/2008

DOI: https://doi.org/10.1057/eej.2008.32

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Title: The Impact of Imitation on Long Memory in an Order-Driven Market
Creators: Blake LeBaron
Ryuichi Yamamoto
Publication Details: Eastern economic journal, Vol.34(4), pp.504-517
Identifiers: 9923958250101921
Academic Unit: Department of Economics; Brandeis International Business School
Language: English
Resource Type: Journal article