The role of information in a continuous double auction: an experiment and learning model

DOI10.1016/J.JEDC.2022.104387MaRDI QIDQ2168161zbMATH OpenOpenAlexFDO

Authors Mikhail Anufriev, Jasmina Arifovic, Valentyn Panchenko, John O. Ledyard

Publication date 31 August 2022

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.2022.104387

zbMATH Keywords

experimentscontinuous double auctionindividual evolutionary learning

Mathematics Subject Classification ID

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

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Cites work

• An illustration of the essential difference between individual and social learning, and its consequences for computational analyses.
• Call market book information and efficiency
• Genetic algorithm learning and the cobweb model
• Institutional architectures and behavioral ecologies in the dynamics of financial markets
• On the convergence of genetic learning in a double auction market
• Zero-Intelligence Trading Without Resampling

Cited in

(6)

• (A)symmetric equilibria and adaptive learning dynamics in small-committee voting
• Partial information, market efficiency, and anomalous continuous phase transition
• The effect of transaction costs on artificial continuous double auction markets
• TRADING RESTRICTIONS, PRICE DYNAMICS AND ALLOCATIVE EFFICIENCY IN DOUBLE AUCTION MARKETS: ANALYSIS BASED ON AGENT-BASED MODELING AND SIMULATIONS
• Markups in double auction markets
• Comments on: ``The role of information in a continuous double auction: an experiment and learning model

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Uses Software

• Z-Tree
• ORSEE

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