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Price rigidities and institutional variations in markets with posted prices (*)

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Author Info
Douglas D. Davis (Department of Economics, Virginia Commonwealth University, Richmond, VA 23284-4000, USA)
Charles A. Holt (Department of Economics, University of Virginia, Charlottesville, VA 22901, USA)

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Abstract

Standard laboratory posted-offer markets respond slowly and incompletely to demand shocks. In these one-sided markets, where sellers control the setting of prices, very little information is transmitted via the process of exchange. For this reason, traders have trouble distinguishing randomness in their own experience from changes in market fundamentals. This paper reports the results of twelve laboratory markets conducted to assess whether some common variants to standard posted-offer rules can correct the adjustment deficiences. Although discounting, multiple postings and excess demand information all improve performance, we find that response remains poor, and efficiencies low.

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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 9 (1996)
Issue (Month): 1 ()
Pages: 63-80
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Handle: RePEc:spr:joecth:v:9:y:1996:i:1:p:63-80

Note: Received: December 5, 1994; revised version August 8, 1995
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Related research
Keywords:

Find related papers by JEL classification:
C9 - Mathematical and Quantitative Methods - - Design of Experiments
L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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. Douglas D. Davis & Oleg Korenok, 2005. "Posted - Offer Markets In Near Continuous Time: an Experimental Investigation," Working Papers 0504, VCU School of Business, Department of Economics, revised 2007. [Downloadable!]
    Other versions:
  2. Douglas D. Davis & Charles A. Holt, 1996. "Markets with posted prices: recent results from the laboratory," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 291-320, September. [Downloadable!]
  3. Bart Wilson, 1998. "What Collusion? Unilateral Market Power as a Catalyst for Countercyclical Markups," Experimental Economics, Springer, vol. 1(2), pages 133-145, September. [Downloadable!] (restricted)
  4. Albert Ballinger & Gerald P. Dwyer, Jr. & Ann B. Gillette, 2004. "Trading institutions and price discovery: the cash and futures markets for crude oil," Working Paper 2004-28, Federal Reserve Bank of Atlanta. [Downloadable!]
Statistics
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