Testing the Boundaries of the Double Auction
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- Aleksejus Kononovicius & Julius Ruseckas, 2018. "Order book model with herd behavior exhibiting long-range memory," Papers 1809.02772, arXiv.org, revised Apr 2019.
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More about this item
Keywords
double auction; market power; institutions; information; experimental economics;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
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-COM-2017-03-05 (Industrial Competition)
- NEP-EXP-2017-03-05 (Experimental Economics)
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