Research Article
The Behavior and Impact of Heterogeneous Investors in China’s Stock Index Futures Market: An Agent-Based Model on Cross-Market Trades
| | Direction | Order conditions | Order type | Price |
| | Buy | Seller’s order book is not empty and | Market order | | | Other types | Limit order | | | Sell | Buyer’s order book is not empty and | Market order | | | Other types | Limit order | |
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