Call market book information and efficiency

Journal of Economic Dynamics and Control

Volumn 31, Issue 6, 2007, Pages 1971-2000

  Arifovic, Jasmina ^a   Ledyard, John ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Call markets; Closed book; Computer testbeds; Experiments with human subjects; Learning; Market design

Indexed keywords

EID: 34247593014     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.01.006     Document Type: Article

References (8)

1. Arifovic, J., Ledyard, J., 2003. Computer testbeds and mechanism design: application to the class of Groves-Ledyard mechanisms for the provision of public goods, manuscript.
2. Arifovic J., and Ledyard J. Scaling up learning models in public good games. Journal of Public Economic Theory 6 (2004) 205-238
3. Cason T., and Friedman D. Price formation and exchange in thin markets: a laboratory comparison of institutions. In: Howitt P., de Antoni E., and Leijonhufvud A. (Eds). Money, Markets and Method: Essays in Honour of Robert W. Clower (1996), Elgar 1998
4. Friedman D. How trading institutions affect financial market performance: some laboratory evidence. Economic Inquiry 31 (1993) 410-435
5. Friedman D., and Ostroy J. Competitivity in auction markets: an experimental and theoretical investigation. Economic Journal 105 (1993) 22-53
6. McCabe K., Rassenti S., and Smith V. Designing a uniform-price double auction: an experimental evaluation. In: Friedman D., and Rust J. (Eds). The Double Auction Market (1993), Addison-Wesley, Reading, MA 99-123
7. Satterthwaite M., and Williams S. The Bayesian theory of the k-double auction. In: Friedman D., and Rust J. (Eds). The Double Auction Market (1993), Addison-Wesley, Reading, MA 99-123
8. Smith V., Williams A., Braton W.K., and Vannoni M. Competitive market institutions: double auction vs. sealed bid-offer auctions. American Economic Review 72 (1982) 58-77