Markups in double auction markets

DOI10.1016/J.JEDC.2006.10.004MaRDI QIDQ1027405zbMATH OpenOpenAlexFDO

Authors J. Blot

Publication date 1 July 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2006.10.004

zbMATH Keywords

simulationscontinuous double auctionmarkup

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Noncooperative games (91A10) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Convergence to Efficiency in a Simple Market with Incomplete Information
• Efficiency of Large Double Auctions
• Learning in a laboratory market with random supply and demand
• Price formation in double auction markets
• Price formation in double auctions
• The competitive market paradox

Cited in

(8)

• Do stylised facts of order book markets need strategic behaviour?
• The effect of transaction costs on artificial continuous double auction markets
• Efficient allocations in double auction markets
• Cognitive ability and earnings performance: evidence from double auction market experiments
• Markup cycles, dynamic misallocation, and amplification
• Does the option to cancel an order in a double auction market matter?
• MARKUPS AND THE REAL EFFECTS OF VOLATILITY SHOCKS
• The role of information in a continuous double auction: an experiment and learning model

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