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An Experimental Examination of the Walrasian Tatonnement Mechanism

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Author Info
Bronfman, Corinne
McCabe, Kevin
Porter, David
Rassenti, Stephen
Smith, Vernon

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Abstract

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File URL: http://www.hss.caltech.edu/SSPapers/sswp824.pdf
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Paper provided by California Institute of Technology, Division of the Humanities and Social Sciences in its series Working Papers with number 824.

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Date of creation: Dec 1992
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Publication status: Published:
Handle: RePEc:clt:sswopa:824

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Postal: Working Paper Assistant, Division of the Humanities and Social Sciences, 228-77, Caltech, Pasadena CA 91125
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Postal: Working Paper Assistant, Division of the Humanities and Social Sciences, 228-77, Caltech, Pasadena CA 91125
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References listed on IDEAS
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. Amihud, Yakov & Mendelson, Haim, 1991. " Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market," Journal of Finance, American Finance Association, vol. 46(5), pages 1765-89, December. [Downloadable!] (restricted)
  2. Otani, Yoshihiko & Sicilian, Joseph, 1990. "Limit properties of equilibrium allocations of Walrasian strategic games," Journal of Economic Theory, Elsevier, vol. 51(2), pages 295-312, August. [Downloadable!] (restricted)
  3. Campbell, Joseph, et al, 1991. "Off-Floor Trading, Disintegration, and the Bid-Ask Spread in Experimental Markets," Journal of Business, University of Chicago Press, vol. 64(4), pages 495-522, October. [Downloadable!] (restricted)
  4. Amihud, Yakov & Mendelson, Haim, 1987. " Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-53, July. [Downloadable!] (restricted)
  5. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 3(1), pages 37-71. [Downloadable!] (restricted)
  6. McCabe, Kevin A & Rassenti, Stephen J & Smith, Vernon L, 1992. "Designing Call Auction Institutions: Is Double Dutch the Best?," Economic Journal, Royal Economic Society, vol. 102(410), pages 9-23, January. [Downloadable!] (restricted)
  7. Williams, Arlington W, 1980. "Computerized Double-Auction Markets: Some Initial Experimental Results," Journal of Business, University of Chicago Press, vol. 53(3), pages 235-58, July. [Downloadable!] (restricted)
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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. Jorge Iván González, 2004. "La dicotomía micro-macro no es pertinente," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 6(11), pages 73-95, July-Dece. [Downloadable!]
  2. Vernon L. Smith, 2003. "Constructivist and Ecological Rationality in Economics," American Economic Review, American Economic Association, vol. 93(3), pages 465-508, June. [Downloadable!]
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  3. Morten Søberg, 2002. "Voting rules and endogenous trading institutions: An experimental study," Discussion Papers 328, Research Department of Statistics Norway. [Downloadable!]
  4. Søberg, Martin, 2003. "Voting rules and endogenous trading institutions: An experimental study," Memorandum 17/2002, Oslo University, Department of Economics. [Downloadable!]
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