Markups in double auction markets

DOI10.1016/J.JEDC.2006.10.004zbMATH Open1163.91373OpenAlexW2015188095MaRDI QIDQ1027405FDOQ1027405

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

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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)

Cites Work

• Price formation in double auctions
• Price formation in double auction markets
• Efficiency of Large Double Auctions
• Convergence to Efficiency in a Simple Market with Incomplete Information
• Learning in a laboratory market with random supply and demand
• 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
• MARKUPS AND THE REAL EFFECTS OF VOLATILITY SHOCKS
• Does the option to cancel an order in a double auction market matter?
• Markup cycles, dynamic misallocation, and amplification
• The role of information in a continuous double auction: an experiment and learning model

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