Double auction dynamics: structural effects of non-binding price controls
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Publication:953675
DOI10.1016/J.JEDC.2003.06.001zbMATH Open1200.91123OpenAlexW3124972392MaRDI QIDQ953675FDOQ953675
Authors: Dhananjay (Dan) K. Gode, Shyam Sunder 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://archive.nyu.edu/handle/2451/27484
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Cites Work
- Price Formation in Single Call Markets
- Expectationally driven market volatility: An experimental study
- Evolution and market competition
- Tracking the invisible hand: convergence of double auctions to competive equilibrium
- Price formation in double auction markets
- Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market
Cited In (4)
- Price floors and competition
- Auction design for the allocation of carbon emission allowances to supply chains via multi-agent-based model and Q-learning
- Price controls, non-price quality competition, and the nonexistence of competitive equilibrium
- Dynamic price formation in a futures market via double auctions
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