Lower Bounds for Efficiency of Surplus Extraction in Double Auctions
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Cited by:
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
- Jan Pieter Krahnen & Christian Rieck & Erik Theissen, 1999. "Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset," Working Paper Series: Finance and Accounting 1, Department of Finance, Goethe University Frankfurt am Main.
- Großklags, Jens & Schmidt, Carsten & Siegel, Jonathan, 2000. "Dumb software agents on an experimental asset market," SFB 373 Discussion Papers 2000,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Shyam Sunder & MODELS A, 2002.
"Markets as Artifacts: Aggregate Efficiency from Zero-Intelligence Traders,"
Yale School of Management Working Papers
ysm284, Yale School of Management, revised 01 Sep 2004.
- Shyam Sunder & MODELS A, 2002. "Markets as Artifacts: Aggregate Efficiency from Zero-Intelligence Traders," Yale School of Management Working Papers ysm284, Yale School of Management, revised 01 Sep 2004.
- Arthur T. Denzau & Douglass C. North, 1994.
"Shared Mental Models: Ideologies and Institutions,"
Kyklos, Wiley Blackwell, vol. 47(1), pages 3-31, February.
- Arthur T. Denzau & Douglass C. North, 1993. "Shared Mental Models: Ideologies and Institutions," Economic History 9309003, University Library of Munich, Germany.
- Shyam Sunder, 2006. "Determinants of Economic Interaction: Behavior or Structure," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 21-32, May.
- John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, University Library of Munich, Germany, revised 21 Oct 1997.
- Duffy, John, 2006.
"Agent-Based Models and Human Subject Experiments,"
Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011,
Elsevier.
- John Duffy, 2004. "Agent-Based Models and Human Subject Experiments," Computational Economics 0412001, University Library of Munich, Germany.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2011.
"Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 5-28,
Springer.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, Università Ca' Foscari Venezia, revised Nov 2009.
- Antoni Bosch-Domenech & Shyam Sunder, 2000.
"Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium,"
Computational Economics, Springer;Society for Computational Economics, vol. 16(3), pages 257-284, December.
- Bosch, A. & Sunder, S., 1994. "Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium," GSIA Working Papers 1994-11, Carnegie Mellon University, Tepper School of Business.
- Shyam NMI Sunder & Antoni Bosch-Domènech, 2001. "Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium," Yale School of Management Working Papers ysm204, Yale School of Management.
- Antoni Bosch-Domènech & Shyam Sunder, 1996. "Tracking the invisible hand: Convergence of double auctions to competitive equilibrium," Economics Working Papers 91, Department of Economics and Business, Universitat Pompeu Fabra.
- Gode, Dhananjay (Dan) K. & Sunder, Shyam, 2004.
"Double auction dynamics: structural effects of non-binding price controls,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1707-1731, July.
- Dhananjay (Dan) K. Gode & Shyam Sunder, 2000. "Double Auction Dynamics: Structural Effects Of Non-Binding Price Controls," Yale School of Management Working Papers ysm1, Yale School of Management.
- Dhananjay K. & Shyam Sunder, 2004. "Double Auction Dynamics: Structural Effects of Non-binding Price Controls," Yale School of Management Working Papers ysm141, Yale School of Management, revised 01 Apr 2008.
- Dhananjay K. & Shyam Sunder, 2004. "Double Auction Dynamics: Structural Effects of Non-binding Price Controls," Yale School of Management Working Papers ysm141, Yale School of Management, revised 01 Apr 2008.
- Jens Grossklags & Carsten Schmidt, 2002. "Artificial Software Agents on Thin Double Auction Markets - A Human Trader Experiment," Papers on Strategic Interaction 2002-45, Max Planck Institute of Economics, Strategic Interaction Group.
- Paul Brewer & Maria Huang & Brad Nelson & Charles Plott, 2002. "On the Behavioral Foundations of the Law of Supply and Demand: Human Convergence and Robot Randomness," Experimental Economics, Springer;Economic Science Association, vol. 5(3), pages 179-208, December.
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Keywords
economic theory ; behaviour ; trade ; efficiency;All these keywords.
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