IDEAS home Printed from https://ideas.repec.org/r/eee/jeborg/v15y1991i1p47-70.html
   My bibliography  Save this item

A simple testable model of double auction markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Itzhak Rasooly, 2022. "Competitive equilibrium and the double auction," Papers 2209.07532, arXiv.org.
  2. Mandel, Antoine & Gintis, Herbert, 2016. "Decentralized Pricing and the equivalence between Nash and Walrasian equilibrium," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 84-92.
  3. Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, July.
  4. Li-cai Lei & Shang Gao & En-yu Zeng, 2020. "Regulation strategies of ride-hailing market in China: an evolutionary game theoretic perspective," Electronic Commerce Research, Springer, vol. 20(3), pages 535-563, September.
  5. Shida Zhang & Petr Musilek, 2023. "The Impact of Battery Storage on Power Flow and Economy in an Automated Transactive Energy Market," Energies, MDPI, vol. 16(5), pages 1-13, February.
  6. Cason, Timothy N. & Friedman, Daniel, 1996. "Price formation in double auction markets," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1307-1337, August.
  7. Michiel Leur & Mikhail Anufriev, 2018. "Timing under individual evolutionary learning in a continuous double auction," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 609-631, August.
  8. Jan Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 55-85, June.
  9. Kirchsteiger, G. & Niederle, M. & Potters, J.J.M., 1998. "The Endogenous Evolution of Market Institutions : An Experimental Investigation," Other publications TiSEM 5655ebed-6950-4ab7-b671-b, Tilburg University, School of Economics and Management.
  10. Corgnet, Brice & DeSantis, Mark & Porter, David, 2020. "The distribution of information and the price efficiency of markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  11. Theissen, Erik, 2000. "Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets," Journal of Financial Markets, Elsevier, vol. 3(4), pages 333-363, November.
  12. Corgnet, Brice & DeSantis, Mark & Porter, David, 2020. "The distribution of information and the price efficiency of markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  13. Yan Peng & Jason Shachat & Lijia Wei & S. Sarah Zhang, 2024. "Speed traps: algorithmic trader performance under alternative market balances and structures," Experimental Economics, Springer;Economic Science Association, vol. 27(2), pages 325-350, April.
  14. Großer, Jens & Reuben, Ernesto, 2013. "Redistribution and market efficiency: An experimental study," Journal of Public Economics, Elsevier, vol. 101(C), pages 39-52.
  15. Qipeng Sun & Yuqi He & Yongjie Wang & Fei Ma, 2019. "Evolutionary Game between Government and Ride-Hailing Platform: Evidence from China," Discrete Dynamics in Nature and Society, Hindawi, vol. 2019, pages 1-14, January.
  16. Kirchsteiger, G. & Niederle, M. & Potters, J.J.M., 2001. "Public Versus Private Exchanges," Other publications TiSEM e3e78ecc-b81b-4fd2-b45f-d, Tilburg University, School of Economics and Management.
  17. Kirchsteiger, Georg & Niederle, Muriel & Potters, Jan, 2005. "Endogenizing market institutions: An experimental approach," European Economic Review, Elsevier, vol. 49(7), pages 1827-1853, October.
  18. Kazuto Sasai & Yukio-Pegio Gunji & Tetsuo Kinoshita, 2017. "Intermittent Behavior Induced By Asynchronous Interactions In A Continuous Double Auction Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(02n03), pages 1-21, March.
  19. 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.
  20. Morone, Andrea & Nuzzo, Simone, 2015. "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper 67448, University Library of Munich, Germany.
  21. Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
  22. Giuseppe Attanasi & Samuele Centorrino & Ivan Moscati, 2011. "Double Auction Equilibrium and Efficiency in a Classroom Experimental Search Market," LERNA Working Papers 11.03.337, LERNA, University of Toulouse.
  23. X. Fernández, Bernardo & Fernández Q, Vladimir & Aldazosa, E. René, 2018. "Una subasta doble de divisas para la determinación del tipo de cambio en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 152-189, May.
  24. Bodo Sturm, 2008. "Market Power in Emissions Trading Markets Ruled by a Multiple Unit Double Auction: Further Experimental Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 40(4), pages 467-487, August.
  25. Darren Duxbury, 2005. "Experimental evidence on trading behavior, market efficiency and price formation in double auctions with unknown trading duration," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(8), pages 475-497.
  26. Brewer, Paul & Ratan, Anmol, 2019. "Profitability, efficiency, and inequality in double auction markets with snipers," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 486-499.
  27. Itzhak Rasooly, 2022. "Competitive equilibrium and the double auction," Economics Series Working Papers 974, University of Oxford, Department of Economics.
  28. Teemu Pennanen, 2020. "Efficient allocations in double auction markets," Papers 2001.02071, arXiv.org, revised Jan 2021.
  29. Jarl G. Kallberg & Crocker H. Liu & Adam Nowak, 2021. "An Empirical Analysis of Double Round Auctions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(2), pages 531-555, June.
  30. Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013. "Efficiency of continuous double auctions under individual evolutionary learning with full or limited information," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 539-573, July.
  31. Sabiou M. Inoua & Vernon L. Smith, 2022. "Perishable goods versus re-tradable assets: A theoretical reappraisal of a fundamental dichotomy," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 15, pages 162-171, Edward Elgar Publishing.
  32. Attila Ambrus & Aaron Kolb, 2021. "On defining ex ante payoffs in games with diffuse prior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(2), pages 445-472, September.
  33. repec:hal:pseose:halshs-01296646 is not listed on IDEAS
  34. Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017. "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-501, WZB Berlin Social Science Center.
  35. Charles R. Plott, 2000. "Markets as Information Gathering Tools," Southern Economic Journal, John Wiley & Sons, vol. 67(1), pages 1-15, July.
  36. Holland, Steven Jerry, 2004. "Investment in a Thin and Uncertain Market: A Dynamic Study of the Formation and Stability of New Generation Cooperatives," Faculty and Alumni Dissertations 307221, University of Minnesota, Department of Applied Economics.
  37. Carlén, Björn, 1999. "Large-Country Effects in International Emissions Trading: A Laboratoty Test," Research Papers in Economics 1999:15, Stockholm University, Department of Economics.
  38. Xiaoling Xiong & Jizhi Li & Zejian Lin, 2023. "Evolutionary Game and Simulation Analysis of Participating Subjects in Remediation of Heavy Metal Contaminated Cultivated Land under the Ladder Multiple Supervision Model," Sustainability, MDPI, vol. 15(6), pages 1-20, March.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.