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Double Auction Dynamics: Structural Effects Of Non-Binding Price Controls

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Author Info
Dhananjay (Dan) K. Gode () (New York University)
Shyam Sunder () (Yale University, School of Management)

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Abstract

In competitive equilibrium, non-binding price controls (that is, price floors below and ceilings above the equilibrium) should not affect market outcomes, but in laboratory experiments they do. We build a simple dynamic model of double auction markets with "zero-intelligence" (ZI) computer traders that accounts for many, though not all, of the discrepancies between the data and the Walrasian tatonnement predictions. The success of the model in organizing the data, and in isolating various consequences of price controls, shows that the simple ZI model is a powerful tool to gain insights into the dynamics of market institutions.

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Publisher Info
Paper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm141.

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Date of creation: 03 Jun 2003
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Handle: RePEc:ysm:somwrk:ysm141

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Related research
Keywords: Price Controls; Zero-Intelligence; Double Auction Dynamics; Allocative Efficiency;

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Find related papers by JEL classification:
D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions

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  1. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, University of Venice, revised Nov 2009. [Downloadable!]
  2. John Duffy, 2004. "Agent-Based Models and Human Subject Experiments," Computational Economics 0412001, EconWPA. [Downloadable!]
    Other versions:
  3. 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)
  4. 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!]
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