Simple market protocols for efficient risk sharing
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Publication:1027434
DOI10.1016/j.jedc.2006.12.007zbMath1163.91437OpenAlexW2005738400MaRDI QIDQ1027434
Paolo Pellizzari, Marco Li Calzi
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/29113
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Related Items (4)
Co-evolutionary Agents in Combinatorial Sealed-bid Auctions for Spectrum Licenses Markets ⋮ The Effect of Transaction Costs on Artificial Continuous Double Auction Markets ⋮ Asset prices, traders' behavior and market design ⋮ Do stylised facts of order book markets need strategic behaviour?
Cites Work
- Institutional architectures and behavioral ecologies in the dynamics of financial markets
- A Stochastic Decentralized Resource Allocation Process: Part I
- Fundamentalists clashing over the book: a study of order-driven stock markets
- The Optimality of a Simple Market Mechanism
- On the Trade off Between Deficit and Inefficiency and the Double Auction with a Fixed Transaction Fee
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