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Price Formation in Single Call Markets

Citations

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Cited by:

  1. Collins, Sean M. & James, Duncan & Servátka, Maroš & Vadovič, Radovan, 2021. "Attainment of equilibrium via Marshallian path adjustment: Queueing and buyer determinism," Games and Economic Behavior, Elsevier, vol. 125(C), pages 94-106.
  2. Eric Guerci & Nobuyuki Hanaki & Naoki Watanabe, 2015. "Meaningful Learning in Weighted Voting Games: An Experiment," Working Papers halshs-01216244, HAL.
  3. Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
  4. John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019. "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers 154, Peruvian Economic Association.
  5. Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, July.
  6. Todd Feldman & Daniel Friedman, 2010. "Human and Artificial Agents in a Crash-Prone Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 201-229, October.
  7. Eric Guerci & Nobuyuki Hanaki & Naoki Watanabe, 2017. "Meaningful learning in weighted voting games: an experiment," Theory and Decision, Springer, vol. 83(1), pages 131-153, June.
  8. Buckley, Neil J. & Cuff, Katherine & Hurley, Jeremiah & McLeod, Logan & Mestelman, Stuart & Cameron, David, 2012. "An experimental investigation of mixed systems of public and private health care finance," Journal of Economic Behavior & Organization, Elsevier, vol. 84(3), pages 713-729.
  9. Theodore Turocy & Elizabeth Watson & Raymond Battalio, 2007. "Framing the first-price auction," Experimental Economics, Springer;Economic Science Association, vol. 10(1), pages 37-51, March.
  10. Jose Apesteguia & Martin Dufwenberg & Reinhard Selten, 2007. "Blowing the Whistle," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(1), pages 143-166, April.
  11. Lange, Andreas & Ross, Johannes, 2024. "Internalizing match-dependent externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 356-378.
  12. Fenig, Guidon & Mileva, Mariya & Petersen, Luba, 2018. "Deflating asset price bubbles with leverage constraints and monetary policy," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 1-27.
  13. 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.
  14. Pouget, Sebastien, 2007. "Financial market design and bounded rationality: An experiment," Journal of Financial Markets, Elsevier, vol. 10(3), pages 287-317, August.
  15. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  16. Claudia Neri, 2015. "Eliciting beliefs in continuous-choice games: a double auction experiment," Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 569-608, December.
  17. Bayer, Péter & Kozics, György & Szőke, Nóra Gabriella, 2023. "Best-response dynamics in directed network games," Journal of Economic Theory, Elsevier, vol. 213(C).
  18. Tobias Brünner & René Levínský, 2023. "Price discovery and gains from trade in asset markets with insider trading," The European Journal of Finance, Taylor & Francis Journals, vol. 29(3), pages 255-277, February.
  19. Bayer, Péter & Herings, P. Jean-Jacques & Peeters, Ronald & Thuijsman, Frank, 2019. "Adaptive learning in weighted network games," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 250-264.
  20. Agastya, Murali, 2004. "Stochastic stability in a double auction," Games and Economic Behavior, Elsevier, vol. 48(2), pages 203-222, August.
  21. repec:zbw:bonedp:bgse10_2001 is not listed on IDEAS
  22. Ockenfels, Axel & Selten, Reinhard, 2005. "Impulse balance equilibrium and feedback in first price auctions," Games and Economic Behavior, Elsevier, vol. 51(1), pages 155-170, April.
  23. Morone, Andrea & Nuzzo, Simone, 2015. "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper 67448, University Library of Munich, Germany.
  24. Ronald Harstad, 2000. "Dominant Strategy Adoption and Bidders' Experience with Pricing Rules," Experimental Economics, Springer;Economic Science Association, vol. 3(3), pages 261-280, December.
  25. Goeree, Jacob K. & Lindsay, Luke, 2016. "Market design and the stability of general equilibrium," Journal of Economic Theory, Elsevier, vol. 165(C), pages 37-68.
  26. Jacob K. Goeree & Luke Lindsay, 2012. "Stabilizing the economy: Market design and general equilibrium," ECON - Working Papers 092, Department of Economics - University of Zurich.
  27. repec:beh:jbepv1:v:7:y:2023:i:2:p:21-32 is not listed on IDEAS
  28. Jiayin Liu & Chenglong Zhang, 2025. "Deep Learning for Double Auction," Papers 2504.05355, arXiv.org.
  29. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  30. Gode, Dhananjay (Dan) K. & Sunder, Shyam, 2004. "Double auction dynamics: structural effects of non-binding price controls," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1707-1731, July.
  31. Koye Somefun & Philip Mirowski, 1999. "Towards an Automata Approach of (Institutional) Economics," Computing in Economics and Finance 1999 213, Society for Computational Economics.
  32. Wu, Hang & Bayer, Ralph-C, 2015. "Learning from inferred foregone payoffs," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 445-458.
  33. Edward Cartwright & Anna Stepanova, 2017. "Efficiency in a forced contribution threshold public good game," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(4), pages 1163-1191, November.
  34. Claudia Neri, 2015. "Quantal response equilibrium in a double auction," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 79-90, April.
  35. Derek W. Bunn & Fernando S. Oliveira, 2008. "Modeling the Impact of Market Interventions on the Strategic Evolution of Electricity Markets," Operations Research, INFORMS, vol. 56(5), pages 1116-1130, October.
  36. Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
  37. M. Levati & Jianying Qiu & Prashanth Mahagaonkar, 2012. "Testing the Modigliani-Miller theorem directly in the lab," Experimental Economics, Springer;Economic Science Association, vol. 15(4), pages 693-716, December.
  38. Selten, Reinhard & Neugebauer, Tibor, 2019. "Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 209-224.
  39. Reinhard Selten & Klaus Abbink & Ricarda Cox, 2005. "Learning Direction Theory and the Winner’s Curse," Experimental Economics, Springer;Economic Science Association, vol. 8(1), pages 5-20, April.
  40. Wilfred Amaldoss & Teck-Hua Ho & Aradhna Krishna & Kay-Yut Chen & Preyas Desai & Ganesh Iyer & Sanjay Jain & Noah Lim & John Morgan & Ryan Oprea & Joydeep Srivasatava, 2008. "Experiments on strategic choices and markets," Marketing Letters, Springer, vol. 19(3), pages 417-429, December.
  41. John Duffy & Alexander Matros & Ted Temzelides, 2008. "Competitive Behavior in Market Games: Evidence and Theory," Working Paper 366, Department of Economics, University of Pittsburgh, revised Jul 2010.
  42. Mark A. Satterthwaite & Steven R. Williams, 1999. "The Optimality of a Simple Market Mechanism," Discussion Papers 1256, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  43. John Hey & Daniela Cagno, 1998. "Sequential Markets: An Experimental Investigation of Clower's Dual-Decision Hypothesis," Experimental Economics, Springer;Economic Science Association, vol. 1(1), pages 63-85, June.
  44. Sarıca, Kemal & Kumbaroğlu, Gürkan & Or, Ilhan, 2012. "Modeling and analysis of a decentralized electricity market: An integrated simulation/optimization approach," Energy, Elsevier, vol. 44(1), pages 830-852.
  45. repec:ags:aaea22:335840 is not listed on IDEAS
  46. Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022. "Price discovery using a double auction," Games and Economic Behavior, Elsevier, vol. 131(C), pages 57-83.
  47. Reinhard Selten & Klaus Abbink & Ricarda Cox, 2005. "Learning Direction Theory and the Winner’s Curse," Experimental Economics, Springer;Economic Science Association, vol. 8(1), pages 5-20, April.
  48. Bunn, Derek W. & Oliveira, Fernando S., 2007. "Agent-based analysis of technological diversification and specialization in electricity markets," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1265-1278, September.
  49. Fernando S. Oliveira & Derek W. Bunn & London Business School, 2006. "Modeling the strategic trading of electricity assets," Computing in Economics and Finance 2006 235, Society for Computational Economics.
  50. Jean Paul Rabanal & Olga A. Rabanal, 2015. "A Simulation on the Evolution of Markets: Call Market, Decentralized and Posted Offer," Working Papers 34, Peruvian Economic Association.
  51. Andrea Morone & Simone Nuzzo, 2019. "Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 317-344, June.
  52. Nobuyuki Hanaki & Nicolas Jacquemet & Stéphane Luchini & Adam Zylbersztejn, 2013. "Bounded Rationality and Strategic Uncertainty in a Simple Dominance Solvable Game," Economics Discussion / Working Papers 13-14, The University of Western Australia, Department of Economics.
  53. Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017. "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-501, WZB Berlin Social Science Center.
  54. Neugebauer, Tibor & Selten, Reinhard, 2006. "Individual behavior of first-price auctions: The importance of information feedback in computerized experimental markets," Games and Economic Behavior, Elsevier, vol. 54(1), pages 183-204, January.
  55. Timothy Cason & Daniel Friedman, 1999. "Learning in a Laboratory Market with Random Supply and Demand," Experimental Economics, Springer;Economic Science Association, vol. 2(1), pages 77-98, August.
  56. Bulent Guler & Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2021. "Trading Institutions in Experimental Asset Markets: Theory and Evidence," Working Papers in Economics 21/15, University of Waikato.
  57. Te Bao & Elizaveta Nekrasova & Tibor Neugebauer & Yohanes E. Riyanto, 2022. "Algorithmic trading in experimental markets with human traders: A literature survey," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 23, pages 302-322, Edward Elgar Publishing.
  58. P'eter Bayer & Gyorgy Kozics & N'ora Gabriella SzH{o}ke, 2021. "Best-response dynamics in directed network games," Papers 2101.03863, arXiv.org.
  59. Eric M. Aldrich & Kristian López Vargas, 2020. "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 322-352, June.
  60. Jason Childs, 2007. "Rate of Return Parity with Robot Asset Traders," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 1-12, February.
  61. Jacob-Leal, Sandrine & Hanaki, Nobuyuki, 2024. "Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 112(C).
  62. Brit Grosskopf, 2003. "Reinforcement and Directional Learning in the Ultimatum Game with Responder Competition," Experimental Economics, Springer;Economic Science Association, vol. 6(2), pages 141-158, October.
  63. Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  64. Lunawat, Radhika, 2021. "Learning from trading activity in laboratory security markets with higher-order uncertainty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
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