Markups in double auction markets

DOI10.1016/j.jedc.2006.10.004zbMath1163.91373OpenAlexW2015188095MaRDI QIDQ1027405

J. Blot

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.10.004

zbMATH Keywords

simulationscontinuous double auctionmarkup

Mathematics Subject Classification ID

Noncooperative games (91A10) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

Cognitive ability and earnings performance: evidence from double auction market experiments ⋮ Efficient Allocations in Double Auction Markets ⋮ Do stylised facts of order book markets need strategic behaviour?

Cites Work

• The competitive market paradox
• Price formation in double auction markets
• Price formation in double auctions
• Learning in a laboratory market with random supply and demand
• Convergence to Efficiency in a Simple Market with Incomplete Information
• Efficiency of Large Double Auctions

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