This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Price formation in double auction markets

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Cason, Timothy N.
Friedman, Daniel

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6V85-3VW1T58-J/2/3be8aee8df4615d8ef37733c648ada97
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 20 (1996)
Issue (Month): 8 (August)
Pages: 1307-1337
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:eee:dyncon:v:20:y:1996:i:8:p:1307-1337

Contact details of provider:
Web page: http://www.elsevier.com/locate/jedc

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 1999. "An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior," Working Paper 99-1, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  2. Steven Gjerstad, 2007. "Price Dynamics in an Exchange Economy," Purdue University Economics Working Papers 1205, Purdue University, Department of Economics. [Downloadable!]
  3. Martin Barner & Francesco Feri & Charles R. Plott, 2005. "On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market," Annals of Finance, Springer, vol. 1(1), pages 73-107, 01. [Downloadable!] (restricted)
  4. Lucy F. Ackert & Bryan K. Church & Mandira Roy Sankar, 1998. "Voluntary disclosure under imperfect competition: Experimental evidence," Working Paper 98-7, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  5. Alton, Michael R. & Plott, Charles R., 2007. "Principles of continuous price determination in an experimental environment with flows of random arrivals and departures," Working Papers 1276, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  6. Steven Gjerstad, 2004. "The Strategic Impact of Pace in Double Auction Bargaining," Econometric Society 2004 North American Winter Meetings 190, Econometric Society. [Downloadable!]
    Other versions:
  7. Steven Gjerstad & Jason M. Shachat, 2007. "Individual Rationality and Market Efficiency," Purdue University Economics Working Papers 1204, Purdue University, Department of Economics. [Downloadable!]
  8. Lucy F. Ackert & Bryan K. Church, 1998. "The effects of subject pool and design experience on rationality in experimental asset markets," Working Paper 98-18, Federal Reserve Bank of Atlanta. [Downloadable!]
  9. Guarnaschelli, Serena & Kwasnica, Anthony M. & Plott, Charles R., 2002. "Information Aggregation in Double Auctions: Rational Expectations and the Winner's Curse," Working Papers 1136, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  10. Barner, Martin & Feri, Francesco & Plott, Charles, 2004. "On the Microstructure of Price Determination and Information Aggregation with Sequential and Asymmetric Information Arrival in an Experimental Asset Market," Working Papers 1204, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  11. Vernon L. Smith, 2003. "Constructivist and Ecological Rationality in Economics," American Economic Review, American Economic Association, vol. 93(3), pages 465-508, June. [Downloadable!]
    Other versions:
  12. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 1999. "The effect of forecast bias on market behavior: evidence from experimental asset markets," Working Paper 99-4, Federal Reserve Bank of Atlanta. [Downloadable!]
  13. Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental 0508004, EconWPA. [Downloadable!]
  14. Gjerstad, S., 2006. "The Competitive Market Paradox," Purdue University Economics Working Papers 1180, Purdue University, Department of Economics. [Downloadable!]
    Other versions:
  15. Steve Anderson & Daniel Friedman & Garrett Milam & Nirvikar Singh, 2004. "Buy it Now: A Hybrid Internet Market Institution," Santa Cruz Department of Economics, Working Paper Series 1023, Department of Economics, UC Santa Cruz. [Downloadable!]
    Other versions:
  16. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  17. Brewer, Paul J. & Huang, Maria & Nelson, Brad & Plott, Charles R., 1999. "On the Behavioral Foundations of the Law of Supply and Demand: Human Rationality vs. Randomness," Working Papers 1079, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  18. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002. "Asset prices and informed traders' abilities: evidence from experimental asset markets," Working Paper 2002-26, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  19. 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, vol. 5(3), pages 179-208, December. [Downloadable!] (restricted)
  20. Steven Gjerstad & John Dickhaut, 2003. "Price Formation in Double Auctions," Microeconomics 0302001, EconWPA. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? IDEAS also indexes book chapters.

This page was last updated on 2009-7-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.