IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-40063-6_63.html
   My bibliography  Save this book chapter

Decision Making in CDA with Arbitrary Supply-Demand Curves

In: Proceedings of 20th International Conference on Industrial Engineering and Engineering Management

Author

Listed:
  • Yuan Shao

    (Huazhong University of Science and Technology)

  • Wen-jie Zhan

    (Huazhong University of Science and Technology)

Abstract

This paper quantitatively studies the endowment effect and the strategy effect in a computerized continuous double auction (CDA) market with k-ZI agents, where supply-demand curves and traders’ strategies are randomly selected. The results demonstrate that both the traders’ endowments and strategies impact their profits and transaction probabilities remarkably in the thin and thick CDA markets.

Suggested Citation

  • Yuan Shao & Wen-jie Zhan, 2013. "Decision Making in CDA with Arbitrary Supply-Demand Curves," Springer Books, in: Ershi Qi & Jiang Shen & Runliang Dou (ed.), Proceedings of 20th International Conference on Industrial Engineering and Engineering Management, edition 127, pages 633-641, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-40063-6_63
    DOI: 10.1007/978-3-642-40063-6_63
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-40063-6_63. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.