Price formation in double auction markets

DOI10.1016/0165-1889(95)00901-9zbMath0875.90280OpenAlexW2125094081MaRDI QIDQ1351912

O. Diekmann

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00901-9

zbMATH Keywords

ExperimentsAuctionsDouble auctionPrice formation

Mathematics Subject Classification ID

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

Related Items (8)

Price formation in double auction markets ⋮ Efficient Allocations in Double Auction Markets ⋮ Price formation in double auctions ⋮ From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand ⋮ Double auction dynamics: structural effects of non-binding price controls ⋮ The distribution of information and the price efficiency of markets ⋮ The competitive market paradox ⋮ Markups in double auction markets

Cites Work

• Unnamed Item
• Price formation in double auction markets
• Inducing risk-neutral preferences: Further analysis of the data

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