From lab experiments to the field: the case of a price formation model based on laboratory findings

DOI10.1016/J.JEDC.2022.104389OpenAlexW4224263852MaRDI QIDQ2168164

Baohua Xin

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.2022.104389

zbMATH Keywords

double auctionprice formationagent-based modelingfieldlab experiments

Mathematics Subject Classification ID

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

Related Items (1)

Discussion of: ``From lab experiment to the field: the case of a price formation model based on laboratory findings

Cites Work

• Unnamed Item
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
• Price formation in double auctions
• Estimation of ergodic agent-based models by simulated minimum distance
• A Model of Intertemporal Asset Prices Under Asymmetric Information

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