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Citations for "Price Formation in Double Auctions"

by Gjerstad, S. & Dickhaut, J.

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  1. 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.
  2. Gjerstad, Steven & Dickhaut, John, 1998. "Price Formation in Double Auctions," Games and Economic Behavior, Elsevier, vol. 22(1), pages 1-29, January.
  3. 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.
  4. Großer, Jens & Reuben, Ernesto, 2009. "Redistributive Politics and Market Efficiency: An Experimental Study," IZA Discussion Papers 4549, Institute for the Study of Labor (IZA).
  5. Gjerstad, Steven, 2007. "The competitive market paradox," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1753-1780, May.
  6. Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading without Resampling," Working Papers 164, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  7. Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, 07.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Steven Gjerstad, 2004. "Market Dynamics in Edgeworth Exchange," Microeconomics 0401006, EconWPA.
  13. Steven Gjerstad, 2007. "Price Dynamics in an Exchange Economy," Purdue University Economics Working Papers 1205, Purdue University, Department of Economics.
  14. 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.
  15. Zhan, Wenjie & Friedman, Daniel, 2007. "Markups in double auction markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 2984-3005, September.
  16. Kirchsteiger, G. & Niederle, M. & Potters, J.J.M., 2001. "Public Versus Private Exchanges," Discussion Paper 2001-101, Tilburg University, Center for Economic Research.
  17. 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.
  18. Steven Gjerstad & Jason M. Shachat, 2007. "Individual Rationality and Market Efficiency," Purdue University Economics Working Papers 1204, Purdue University, Department of Economics.
  19. David McAdams & Giuseppe Lopomo & Leslie Marx & Brian Murray, . "Carbon Allowance Auction Design: An Assessment of Options for the U.S," Working Papers 10-64, Duke University, Department of Economics.
  20. Steven Gjerstad, 2003. "The Strategic Impact of Pace in Double Auction Bargaining," Microeconomics 0304001, EconWPA.
  21. Georg Kirchsteiger & Muriel Niederle & Jan Potters, 2005. "Endogenizing Market Institutions: An Experimental Approach," ULB Institutional Repository 2013/149583, ULB -- Universite Libre de Bruxelles.
  22. 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.
  23. Shachat, Jason & Zhang, Zhenxuan, 2012. "The Hayek hypothesis and long run competitive equilibrium: an experimental investigation," MPRA Paper 39579, University Library of Munich, Germany.
  24. 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.
  25. 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.
  26. Jinzhong Niu & Simon Parsons, 2013. "Maximizing Matching in Double-sided Auctions," Papers 1304.3135, arXiv.org.
  27. Carlén, Björn, 1999. "Large-Country Effects in International Emissions Trading: A Laboratoty Test," Research Papers in Economics 1999:15, Stockholm University, Department of Economics.
  28. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer, vol. 8(1), pages 179-209, April.
  29. 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.
  30. Steven Gjerstad & Jason Shachat, 2003. "The Edgeworth exchange formulation of bargaining models and market experiments," Microeconomics 0304004, EconWPA.
  31. 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.
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