The double auction market : institutions, theories, and evidence
著者
書誌事項
The double auction market : institutions, theories, and evidence
（Advanced book program）（Proceedings volume in the Santa Fe Institute studies in the sciences of complexity, v. 14）
Westview, c1993
- : pbk
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注記
Reprint
"Proceedings of the Workshop on Double Auction Markets, held June, 1991 in Santa Fe, New Mexico"
"Perseus on demand"--T.p. verso
Includes bibliographical references and index
内容説明・目次
内容説明
This book focuses on markets organized as double auctions in which both buyers and sellers can submit bids and asks for standardized units of well-defined commodities and securities. It examines evidence from the laboratory and computer simulations.
目次
About the Santa Fe Institute -- Santa Fe Institute Editorial Board June 1991 -- Santa Fe Institute Studies in the Sciences of Complexity -- Preface -- Institutions -- The Double Auction Market Institution: A Survey -- Automating the Continuous Double Auction in Practice: Automated Trade Execution Systems in Financial Markets -- Theories -- Theories of Price Formation and Exchange in Double Oral Auctions -- The Bayesian Theory of the k-Double Auction -- Design of Efficient Trading Procedures -- Behavior of Trading Automata in a Computerized Double Auction Market -- Lower Bounds for Efficiency of Surplus Extraction in Double Auctions -- Some Effects of Restricting the Electronic Order Book in an Automated Trade Execution System -- An Empirical Analysis of Price Formation in Double Auction Markets -- Buyer's Bid Double Auctions: Preliminary Experimental Results -- Designing a Uniform-Price Double Auction: An Experimental Evaluation -- On The Anatomy of the "Nonfacilitating" Features of the Double Auction Institution in Conspiratorial Markets -- Convergence in Experimental Double Auctions for Stochastically Lived Assets -- Liquidity and Persistence of Arbitrage in Experimental Options Markets
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