𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Order aggressiveness and the diagonal effect in experimental double auction markets

✍ Scribed by Christophe Majois

Book ID
116422548
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
358 KB
Volume
107
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Experimental evidence on trading behavio
Experimental evidence on trading behavior, market efficiency and price formation in double auctions with unknown trading duration
✍ Darren Duxbury πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 351 KB

## Abstract The reasons for the highly efficient market outcomes observed under the double auction remain unclear. This paper presents a series of experimental financial markets designed to investigate the importance of unknown trading period duration on trading behavior and the convergence tendenc