Zero-Intelligence Trading without Resampling
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References listed on IDEAS
- LiCalzi, Marco & Pellizzari, Paolo, 2007.
"Simple market protocols for efficient risk sharing,"
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- Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance 0504019, University Library of Munich, Germany.
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- Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, Università Ca' Foscari Venezia.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, Università Ca' Foscari Venezia, revised Nov 2009.
- Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013.
"Efficiency of continuous double auctions under individual evolutionary learning with full or limited information,"
Journal of Evolutionary Economics,
Springer, vol. 23(3), pages 539-573, July.
- Anufriev, M. & Arifovic, J. & Ledyard, D. & Panchenko, V., 2010. "Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information," CeNDEF Working Papers 10-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- repec:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0200-1 is not listed on IDEAS
- Florian Hauser & Marco LiCalzi, 2011. "Learning to trade in an unbalanced market," Working Papers 2, Department of Management, Università Ca' Foscari Venezia.
- Jakob Grazzini, 2012. "Analysis of the Emergent Properties: Stationarity and Ergodicity," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-7.
- Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017.
"Convex incentives in financial markets: an agent-based analysis,"
Decisions in Economics and Finance,
Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
- Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015. "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper 337, Tor Vergata University, CEIS, revised 08 Apr 2015.
More about this item
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-17 (All new papers)
- NEP-EXP-2008-05-17 (Experimental Economics)
- NEP-LAB-2008-05-17 (Labour Economics)
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