Price Formation in Single Call Markets
From MaRDI portal
Recommendations
Cited in
(21)- Price formation in double auction markets
- Efficiency in a forced contribution threshold public good game
- Meaningful learning in weighted voting games: an experiment
- Learning in a laboratory market with random supply and demand
- Attainment of equilibrium via Marshallian path adjustment: queueing and buyer determinism
- Price discovery using a double auction
- Number sense, trading decisions and mispricing: an experiment
- Adaptive learning in weighted network games
- Impulse balance equilibrium and feedback in first price auctions
- Framing the first-price auction
- Market design and the stability of general equilibrium
- Negative call prices
- Best-response dynamics in directed network games
- Price stickiness and strategic uncertainty: an experimental study
- Stochastic stability in a double auction
- Learning direction theory and the winner's curse
- Individual behavior of first-price auctions: the importance of information feedback in computerized experimental markets
- Blowing the whistle
- Agent-based analysis of technological diversification and specialization in electricity markets
- Rate of return parity with robot asset traders
- Double auction dynamics: structural effects of non-binding price controls
This page was built for publication: Price Formation in Single Call Markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4340492)