IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Price Formation in Double Auctions"

by Gjerstad, S. & Dickhaut, J.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading without Resampling," Working Papers 164, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Mandel, Antoine & Gintis, Herbert, 2016. "Decentralized Pricing and the equivalence between Nash and Walrasian equilibrium," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 84-92.
  3. Steven Gjerstad, 2013. "Price dynamics in an exchange economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 461-500, March.
  4. Jason Shachat & Zhenxuan Zhang, 2012. "The Hayek hypothesis and long run competitive equilibrium: an experimental investigation," Working Papers 1201, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, revised 29 Jun 2013.
  5. Martin Spann & Bernd Skiera, 2003. "Internet-Based Virtual Stock Markets for Business Forecasting," Management Science, INFORMS, vol. 49(10), pages 1310-1326, October.
  6. Micola, Augusto Ruperez & Bunn, Derek W., 2008. "Crossholdings, concentration and information in capacity-constrained sealed bid-offer auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 748-766, June.
  7. Großer, Jens & Reuben, Ernesto, 2013. "Redistribution and market efficiency: An experimental study," Journal of Public Economics, Elsevier, vol. 101(C), pages 39-52.
  8. Steven Gjerstad, 2003. "The Strategic Impact of Pace in Double Auction Bargaining," Microeconomics 0304001, EconWPA.
  9. Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Giuseppe Lopomo & Leslie M. Marx & David McAdams & Brian Murray, 2011. "Carbon Allowance Auction Design: An Assessment of Options for the United States," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 5(1), pages 25-43, Winter.
  11. Kirchsteiger, G. & Niederle, M. & Potters, J.J.M., 2001. "Public Versus Private Exchanges," Discussion Paper 2001-101, Tilburg University, Center for Economic Research.
  12. Wheatley, W. Parker & Buhr, Brian L. & Dipietre, Dennis, 2001. "E-Commerce In Agriculture: Development, Strategy, And Market Implications," Staff Papers 13938, University of Minnesota, Department of Applied Economics.
  13. Kirchsteiger, Georg & Niederle, Muriel & Potters, Jan, 2005. "Endogenizing market institutions: An experimental approach," European Economic Review, Elsevier, vol. 49(7), pages 1827-1853, October.
  14. Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, 07.
  15. Kirchsteiger, G. & Niederle, M. & Potters, J.J.M., 1998. "The Endogenous Evolution of Market Institutions : An Experimental Investigation," Discussion Paper 1998-67, Tilburg University, Center for Economic Research.
  16. Carsten Schmidt & Jens Grossklags, 2004. "Interaction of Human and Artificial Agents on Double Auction Markets - Simulations and Laboratory Experiments," Papers on Strategic Interaction 2003-22, Max Planck Institute of Economics, Strategic Interaction Group.
  17. Zhan, Wenjie & Friedman, Daniel, 2007. "Markups in double auction markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 2984-3005, September.
  18. Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, July.
  19. Omar Al-Ubaydli & John A. List, 2016. "Field Experiments in Markets," NBER Working Papers 22113, National Bureau of Economic Research, Inc.
  20. Gjerstad, Steven & Dickhaut, John, 1998. "Price Formation in Double Auctions," Games and Economic Behavior, Elsevier, vol. 22(1), pages 1-29, January.
  21. Duffy, John, 2006. "Agent-Based Models and Human Subject Experiments," Handbook of Computational Economics,in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011 Elsevier.
  22. Drabik Ewa, 2015. "An Experimental Analysis of Price Formation on the Polish Power Exchange," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 15(2), pages 115-127, December.
  23. Tseng, Jie-Jun & Lin, Chih-Hao & Lin, Chih-Ting & Wang, Sun-Chong & Li, Sai-Ping, 2010. "Statistical properties of agent-based models in markets with continuous double auction mechanism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1699-1707.
  24. Steven Gjerstad, 2004. "Market Dynamics in Edgeworth Exchange," Microeconomics 0401006, EconWPA.
  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;Economic Science Association, vol. 5(3), pages 179-208, December.
  26. Jinzhong Niu & Simon Parsons, 2013. "Maximizing Matching in Double-sided Auctions," Papers 1304.3135, arXiv.org.
  27. Steven Gjerstad & Jason Shachat, 2003. "The Edgeworth exchange formulation of bargaining models and market experiments," Microeconomics 0304004, EconWPA.
  28. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010. "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
  29. Sayee Srinivasan, 2002. "Trading Portfolios Electronically – An Experimental Approach," Netnomics, Springer, vol. 4(1), pages 39-71, March.
  30. Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
  31. Steven Gjerstad & Jason M. Shachat, 2007. "Individual Rationality and Market Efficiency," Purdue University Economics Working Papers 1204, Purdue University, Department of Economics.
  32. Gjerstad, Steven, 2007. "The competitive market paradox," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1753-1780, May.
  33. David McAdams & Giuseppe Lopomo & Leslie Marx & Brian Murray, "undated". "Carbon Allowance Auction Design: An Assessment of Options for the U.S," Working Papers 10-64, Duke University, Department of Economics.
  34. Marta Posada & Adolfo López-Paredes, 2007. "How to Choose the Bidding Strategy in Continuous Double Auctions: Imitation Versus Take-The-Best Heuristics," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 11(1), pages 1-6.
  35. Cason, Timothy N. & Friedman, Daniel, 1996. "Price formation in double auction markets," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1307-1337, August.
  36. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
  37. Carlén, Björn, 1999. "Large-Country Effects in International Emissions Trading: A Laboratoty Test," Research Papers in Economics 1999:15, Stockholm University, Department of Economics.
  38. Giuseppe Attanasi & Samuele Centorrino & Ivan Moscati, 2011. "Double Auction Equilibrium and Efficiency in a Classroom Experimental Search Market," LERNA Working Papers 11.03.337, LERNA, University of Toulouse.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.