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

DOI10.1016/J.JEDC.2022.104387OpenAlexW4223976805MaRDI QIDQ2168161FDOQ2168161

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

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zbMATH Keywords

experimentscontinuous double auctionindividual evolutionary learning

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

• TRADING RESTRICTIONS, PRICE DYNAMICS AND ALLOCATIVE EFFICIENCY IN DOUBLE AUCTION MARKETS: ANALYSIS BASED ON AGENT-BASED MODELING AND SIMULATIONS
• (A)symmetric equilibria and adaptive learning dynamics in small-committee voting
• The effect of transaction costs on artificial continuous double auction markets
• Markups in double auction markets

Uses Software

• Z-Tree
• ORSEE

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