The role of information in a continuous double auction: an experiment and learning model
From MaRDI portal
Publication:2168161
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
Related Items
Uses Software
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