The role of information in a continuous double auction: an experiment and learning model

DOI10.1016/J.JEDC.2022.104387OpenAlexW4223976805MaRDI QIDQ2168161

Valentyn Panchenko, Mikhail Anufriev, Jasmina Arifovic, John O. Ledyard

Publication date: 31 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104387

zbMATH Keywords

experimentscontinuous double auctionindividual evolutionary learning

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

(A)symmetric equilibria and adaptive learning dynamics in small-committee voting

Uses Software

• Z-Tree
• ORSEE

Cites Work

• Institutional architectures and behavioral ecologies in the dynamics of financial markets
• Call market book information and efficiency
• Genetic algorithm learning and the cobweb model
• An illustration of the essential difference between individual and social learning, and its consequences for computational analyses.
• On the convergence of genetic learning in a double auction market
• Zero-Intelligence Trading Without Resampling

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