Randomized double auctions: gains from trade, trader roles, and price discovery
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DOI: 10.1007/s10683-021-09700-3
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- Katerina Sherstyuk & Krit Phankitnirundorn & Michael J. Roberts, 2020. "Randomized Double Auctions: Gains from Trade, Trader Roles, and Price Discovery," Working Papers 202018, University of Hawaii at Manoa, Department of Economics.
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Cited by:
- Itzhak Rasooly, 2022. "Competitive equilibrium and the double auction," Papers 2209.07532, arXiv.org.
- Friesen, Lana & Gangadharan, Lata & Khezr, Peyman & MacKenzie, Ian A., 2022. "Mind your Ps and Qs! Variable allowance supply in the US Regional Greenhouse Gas Initiative," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
- Tommaso Cesari & Roberto Colomboni, 2024. "Trading Volume Maximization with Online Learning," Papers 2405.13102, arXiv.org.
- Itzhak Rasooly, 2022. "Competitive equilibrium and the double auction," Economics Series Working Papers 974, University of Oxford, Department of Economics.
- Timothy N. Cason & John K. Stranlund & Frans P. de Vries, 2022. "Investment Incentives in Tradable Emissions Markets with Price Floors Approach," Purdue University Economics Working Papers 1331, Purdue University, Department of Economics.
- Franc{c}ois Bachoc & Tommaso Cesari & Roberto Colomboni, 2024. "A Contextual Online Learning Theory of Brokerage," Papers 2407.01566, arXiv.org.
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More about this item
Keywords
Economic experiments; Double auction markets; Gains from trade; Speculation;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D02 - Microeconomics - - General - - - Institutions: Design, Formation, Operations, and Impact
- D41 - Microeconomics - - Market Structure, Pricing, and Design - - - Perfect Competition
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