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Citations for "Price formation in double auction markets"

by Cason, Timothy N. & Friedman, Daniel

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  1. Dhananjay (Dan) K. Gode & Shyam Sunder, 2000. "Double Auction Dynamics: Structural Effects Of Non-Binding Price Controls," Yale School of Management Working Papers ysm1, Yale School of Management.
  2. Ackert, Lucy F. & Church, Bryan & Jayaraman, Narayanan, 2001. "An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior," Journal of Financial Markets, Elsevier, vol. 4(2), pages 185-208, April.
  3. Ackert, Lucy F. & Church, Bryan K. & Sankar, Mandira Roy, 2000. "Voluntary disclosure under imperfect competition: experimental evidence," International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 81-105, January.
  4. Milam, Garrett, 2006. "A laboratory study of haggling with deadlines," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 505-520, May.
  5. Steven Gjerstad & John Dickhaut, 2003. "Price Formation in Double Auctions," Microeconomics 0302001, EconWPA.
  6. Raberto, Marco & Cincotti, Silvano, 2005. "Modeling and simulation of a double auction artificial financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 34-45.
  7. Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental 0508004, EconWPA.
  8. Vernon L. Smith, 2003. "Constructivist and Ecological Rationality in Economics," American Economic Review, American Economic Association, vol. 93(3), pages 465-508, June.
  9. Barner, Martin & Feri, Francesco & Plott, Charles, 2004. "On the Microstructure of Price Determination and Information Aggregation with Sequential and Asymmetric Information Arrival in an Experimental Asset Market," Working Papers 1204, California Institute of Technology, Division of the Humanities and Social Sciences.
  10. Gjerstad, S., 2006. "The Competitive Market Paradox," Purdue University Economics Working Papers 1180, Purdue University, Department of Economics.
  11. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
  12. Steven Gjerstad & Jason M. Shachat, 2007. "Individual Rationality and Market Efficiency," Purdue University Economics Working Papers 1204, Purdue University, Department of Economics.
  13. Großer, Jens & Reuben, Ernesto, 2013. "Redistribution and market efficiency: An experimental study," Journal of Public Economics, Elsevier, vol. 101(C), pages 39-52.
  14. Anderson, Steve & Friedman, Daniel & Milam, Garrett & Singh, Nirvikar, 2004. "Buy it Now: A Hybrid Internet Market Institution," Santa Cruz Department of Economics, Working Paper Series qt21d715v9, Department of Economics, UC Santa Cruz.
  15. Tisdell, John, 2011. "Water markets in Australia: an experimental analysis of alternative market mechanisms," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(4), December.
  16. Steven Gjerstad, 2013. "Price dynamics in an exchange economy," Economic Theory, Springer, vol. 52(2), pages 461-500, March.
  17. Steven Gjerstad, 2004. "The Strategic Impact of Pace in Double Auction Bargaining," Econometric Society 2004 North American Winter Meetings 190, Econometric Society.
  18. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 1999. "The effect of forecast bias on market behavior: evidence from experimental asset markets," Working Paper 99-4, Federal Reserve Bank of Atlanta.
  19. Miller, Ross M., 2008. "Don't let your robots grow up to be traders: Artificial intelligence, human intelligence, and asset-market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 153-166, October.
  20. Ch'ng, Kean Siang, 2010. "Individual tradable permit market and traffic congestion: An experimental study," MPRA Paper 26638, University Library of Munich, Germany.
  21. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002. "Asset prices and informed traders' abilities: evidence from experimental asset markets," Working Paper 2002-26, Federal Reserve Bank of Atlanta.
  22. Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, 07.
  23. Plott, Charles & Roy, Nilanjan & Tong, Baojia, 2013. "Marshall and Walras, disequilibrium trades and the dynamics of equilibration in the continuous double auction market," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 190-205.
  24. Zhan, Wenjie & Friedman, Daniel, 2007. "Markups in double auction markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 2984-3005, September.
  25. 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.
  26. Lucy F. Ackert & Bryan K. Church, 1998. "The effects of subject pool and design experience on rationality in experimental asset markets," Working Paper 98-18, Federal Reserve Bank of Atlanta.
  27. Cason, Timothy N. & Friedman, Daniel & Milam, Garrett H., 2003. "Bargaining versus posted price competition in customer markets," International Journal of Industrial Organization, Elsevier, vol. 21(2), pages 223-251, February.
  28. Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2002. "Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 435-450, April.
  29. Church, Bryan K. & Zhang, Ping, 1999. "Bargaining behavior and payoff uncertainty: Experimental evidence," Journal of Economic Psychology, Elsevier, vol. 20(4), pages 407-429, August.
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