  The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles,
booms, and crashes, Economic Letters 45 (1))is one of the most influential
agent-based economic market models. In several publications this model has been
discussed and analyzed. Especially Lux and Zschischang (Some new results on the
Levy, Levy and Solomon microscopic stock market model, Physica A, 291(1-4))
have shown that the model exhibits finite-size effects. In this study we extend
existing work in several directions. First, we show simulations which reveal
finite-size effects of the model. Secondly, we shed light on the origin of
these finite-size effects. Furthermore, we demonstrate the sensitivity of the
Levy-Levy-Solomon model with respect to random numbers. Especially, we can
conclude that a low-quality pseudo random number generator has a huge impact on
the simulation results. Finally, we study the impact of the stopping criteria
in the market clearance mechanism of the Levy-Levy-Solomon model.
