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The Impact of Pace in Double Auction Bargaining

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  • Steven Gjerstad

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  • Steven Gjerstad, 2003. "The Impact of Pace in Double Auction Bargaining," Levine's Bibliography 666156000000000192, UCLA Department of Economics.
    • Handle: RePEc:cla:levrem:666156000000000192
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    File URL: http://www.peel.pitt.edu/esa2003/papers/gjerstad_pacedoubleauction.pdf
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    References listed on IDEAS

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    1. Robert B. Wilson, 1987. "On Equilibria of Bid-Ask Markets," Palgrave Macmillan Books, in: George R. Feiwel (ed.), Arrow and the Ascent of Modern Economic Theory, chapter 11, pages 375-414, Palgrave Macmillan.
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    Cited by:

    1. Henry Hanifan & John Cartlidge, 2019. "Fools Rush In: Competitive Effects of Reaction Time in Automated Trading," Papers 1912.02775, arXiv.org, revised Nov 2020.
    2. Bradley Miles & Dave Cliff, 2019. "A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale," Papers 1909.12926, arXiv.org.
    3. Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
    4. Zhen Zhang & Dave Cliff, 2020. "Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems," Papers 2012.12555, arXiv.org.
    5. Steven Gjerstad, 2004. "Market Dynamics in Edgeworth Exchange," Microeconomics 0401006, University Library of Munich, Germany.
    6. Daniel Snashall & Dave Cliff, 2019. "Adaptive-Aggressive Traders Don't Dominate," Papers 1910.09947, arXiv.org.

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