Keep It Down: An Experimental Test of the Truncated k-Double Auction
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.90829
Download full text from publisher
Other versions of this item:
- Doyon, Maurice & Rondeau, Daniel & Mbala, Richard, 2010. "Keep It Down: An Experimental Test of the Truncated k-Double Auction," Agricultural and Resource Economics Review, Cambridge University Press, vol. 39(2), pages 193-212, April.
References listed on IDEAS
- Van Boening, Mark V. & Williams, Arlington W. & LaMaster, Shawn, 1993. "Price bubbles and crashes in experimental call markets," Economics Letters, Elsevier, vol. 41(2), pages 179-185.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tajana Čop & Mario Njavro, 2022. "Application of Discrete Choice Experiment in Agricultural Risk Management: A Review," Sustainability, MDPI, vol. 14(17), pages 1-17, August.
- Messer, Kent D. & Murphy, James J., 2010.
"FOREWORD: Special Issue on Experimental Methods in Environmental, Natural Resource, and Agricultural Economics,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), pages 1-4, April.
- Kent D. Messer & James J. Murphy, 2010. "Foreword: Special Issue on Experimental Methods in Environmental, Natural Resource and Agricultural Economics," Working Papers 2010-03, University of Alaska Anchorage, Department of Economics.
- Predrag Rajsic & Glenn Fox, 2017.
"Quota prices as indicators of comparative advantage in supply-managed industries,"
Agricultural Economics, International Association of Agricultural Economists, vol. 48(2), pages 165-174, March.
- Rajsic, Predrag & Fox, Glenn, 2012. "Quota Prices as Indicators of Comparative Advantage in Supply Managed Industries," Working Papers 142370, Canadian Agricultural Trade Policy Research Network.
- Rajsic, Predrag & Fox, Glenn, 2012. "Quota Prices as Indicators of Comparative Advantage in Supply Managed Industries," Trade Policy Briefs 145972, Canadian Agricultural Trade Policy Research Network.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Noussair, C.N. & Tucker, S. & Xu, Yilong, 2014.
"A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders,"
Other publications TiSEM
43ded173-9eee-48a4-8a15-6, Tilburg University, School of Economics and Management.
- Noussair, C.N. & Tucker, S. & Xu, Yilong, 2014. "A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Discussion Paper 2014-051, Tilburg University, Center for Economic Research.
- Charles Noussair & Steven J.Tucker & Yilong Xu, 2014. "A Futures Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Working Papers in Economics 14/12, University of Waikato.
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
- Jan Pieter Krahnen & Christian Rieck & Erik Theissen, 1999. "Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset," Working Paper Series: Finance and Accounting 1, Department of Finance, Goethe University Frankfurt am Main.
- Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2016. "Price Dynamics and Consumption Smoothing in Experimental Asset Markets," MPRA Paper 71631, University Library of Munich, Germany.
- Stéphane Robin & Kateřina Strážnická & Marie Claire Villeval, 2021.
"Bubbles and incentives: an experiment on asset markets,"
Economic and Political Studies, Taylor & Francis Journals, vol. 9(1), pages 68-89, January.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012. "Bubbles and Incentives : An Experiment on Asset Markets," Working Papers 1235, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012. "Bubbles and Incentives : An Experiment on Asset Markets," Working Papers halshs-00768434, HAL.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Post-Print halshs-03033454, HAL.
- John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, University Library of Munich, Germany, revised 17 Mar 2004.
- Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
- Nuzzo, Simone & Morone, Andrea, 2017.
"Asset markets in the lab: A literature review,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
- Morone, Andrea & Nuzzo, Simone, 2016. "Asset markets in the lab: A literature review," Kiel Working Papers 2060, Kiel Institute for the World Economy (IfW Kiel).
- Andrea Morone & Simone Nuzzo, 2016. "Asset markets in the lab: A literature review," Working Papers 2016/10, Economics Department, Universitat Jaume I, Castellón (Spain).
- Morone, Andrea & Nuzzo, Simone, 2016. "Asset Markets in the Lab: a literature review," MPRA Paper 70461, University Library of Munich, Germany.
- Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018.
"The effect of price magnitude on analysts' forecasts: evidence from the lab,"
Working Papers
hal-01954919, HAL.
- Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2021. "The effect of price magnitude on analysts' forecasts: evidence from the lab," Post-Print hal-03026577, HAL.
- Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "The effect of price magnitude on analysts' forecasts: evidence from the lab," CEE-M Working Papers hal-01954919, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Zhengyang Bao & Andreas Leibbrandt & ple391, 2019. "Thar she resurges: The case of assets that lack positive fundamental value," Monash Economics Working Papers 12-19, Monash University, Department of Economics.
- Jürgen Huber & Michael Kirchler, 2012. "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 89-105, March.
- Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2011. "An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution," Working Papers in Economics 11/07, University of Canterbury, Department of Economics and Finance.
- Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207 [rev.], University of Goettingen, Department of Economics.
- Huan Xie & Jipeng Zhang, 2016.
"Bubbles and experience: An experiment with a steady inflow of new traders,"
Southern Economic Journal, John Wiley & Sons, vol. 82(4), pages 1349-1373, April.
- Huan Xie & Jipeng Zhang, 2012. "Bubbles and Experience: An Experiment with a Steady Inflow of New Traders," CIRANO Working Papers 2012s-01, CIRANO.
- Huan Xie & Jipeng Zhang, 2012. "Bubbles and Experience: An Experiment with a Steady Inflow of New Traders," Working Papers 12001, Concordia University, Department of Economics.
- Timothy N. Cason & Anya Samek, 2015. "Learning through passive participation in asset market bubbles," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 1(2), pages 170-181, December.
- Halim, Edward & Riyanto, Yohanes E., 2020. "Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Stanley, T. D., 1997. "Bubbles, inertia, and experience in experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(6), pages 611-625.
- Noussair, C.N. & Powell, O.R., 2008.
"Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals,"
Discussion Paper
2008-49, Tilburg University, Center for Economic Research.
- Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Other publications TiSEM 9be9b88a-9251-4921-a913-6, Tilburg University, School of Economics and Management.
- Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007.
"Asset bubbles without dividends : an experiment,"
Papers
07-01, Sonderforschungsbreich 504.
- Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007. "Asset Bubbles without Dividends - An Experiment," Sonderforschungsbereich 504 Publications 07-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2009. "Asset Bubbles without Dividends - An Experiment," Working Papers 0439, University of Heidelberg, Department of Economics.
- Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018.
"Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 121-136.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Behavioral Uncertainty and the Dynamics of Traders' Confidence in their Price Forecasts," GREDEG Working Papers 2017-18, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018. "Behavioral uncertainty and the dynamics of traders' confidence in their price forecasts," Post-Print hal-01712301, HAL.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Behavioral Uncertainty and the dynamics of traders' confidence in their Price forecasts," Working Papers halshs-01622466, HAL.
- Ding, Shuze & Lu, Dong & Puzzello, Daniela, 2025. "The impact of search frictions in experimental asset markets: Over-the-counter versus double auction," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
More about this item
Keywords
Agribusiness; Industrial Organization; Institutional and Behavioral Economics;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:arerjl:90829. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/nareaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.