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The effect of transaction costs on double auction markets

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  • Noussair, Charles
  • Robin, Stephane
  • Ruffieux, Bernard

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  • Noussair, Charles & Robin, Stephane & Ruffieux, Bernard, 1998. "The effect of transaction costs on double auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 36(2), pages 221-233, August.
    • Handle: RePEc:eee:jeborg:v:36:y:1998:i:2:p:221-233
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    References listed on IDEAS

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    1. King, Ronald R., 1994. "An experimental investigation of transaction costs," Journal of Economic Behavior & Organization, Elsevier, vol. 25(3), pages 391-409, December.
    2. Plott, Charles R. & Gray, Peter, 1990. "The multiple unit double auction," Journal of Economic Behavior & Organization, Elsevier, vol. 13(2), pages 245-258, March.
    3. Kahneman, Daniel & Knetsch, Jack L & Thaler, Richard H, 1990. "Experimental Tests of the Endowment Effect and the Coase Theorem," Journal of Political Economy, University of Chicago Press, vol. 98(6), pages 1325-1348, December.
    4. Vernon L. Smith, 1962. "An Experimental Study of Competitive Market Behavior," Journal of Political Economy, University of Chicago Press, vol. 70, pages 111-111.
    5. Charles N. Noussair & Charles R. Plott & Raymond G. Riezman, 2013. "An Experimental Investigation of the Patterns of International Trade," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 17, pages 299-328, World Scientific Publishing Co. Pte. Ltd..
    6. Van Boening, Mark V & Wilcox, Nathaniel T, 1996. "Avoidable Cost: Ride a Double Auction Roller Coaster," American Economic Review, American Economic Association, vol. 86(3), pages 461-477, June.
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    Cited by:

    1. Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
    2. Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex Business School.
    3. Wheatley, W. Parker & Buhr, Brian L. & Dipietre, Dennis, 2001. "E-Commerce In Agriculture: Development, Strategy, And Market Implications," Staff Papers 13938, University of Minnesota, Department of Applied Economics.
    4. Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2015. "Multi-period experimental asset markets with distinct fundamental value regimes," Experimental Economics, Springer;Economic Science Association, vol. 18(2), pages 314-334, June.
    5. Raluca Parvulescu & Nicolas Vaneecloo, 2014. "Concurrence et expérimentations de marché, un débat clos ? Un état des lieux pour un nouveau programme de recherche," Revue d'économie politique, Dalloz, vol. 124(3), pages 317-360.
    6. Simon Jantschgi & Heinrich H. Nax & Bary S. R. Pradelski & Marek Pycia, 2022. "Markets and transaction costs," ECON - Working Papers 405, Department of Economics - University of Zurich, revised Sep 2022.
    7. Brannon, James I. & Gorman, Michael F., 2002. "The effects of information costs on search and convergence in experimental markets," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 375-390, April.
    8. Davis, Douglas D., 2002. "Strategic interactions, market information and predicting the effects of mergers in differentiated product markets," International Journal of Industrial Organization, Elsevier, vol. 20(9), pages 1277-1312, November.
    9. Guo, Jiantao & Zhang, Juliang & Cheng, T.C.E. & Zhao, Shouting, 2022. "Truthful double auction mechanisms for online freight platforms with transaction costs," Transportation Research Part B: Methodological, Elsevier, vol. 158(C), pages 164-186.

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