The alternating double auction market: a game theoretic and experimental investigation
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | German |
| Published: |
Berlin [u.a.]
Springer
1998
|
| Series: | Lecture notes in economics and mathematical systems
466 |
| Subjects: | |
| Online Access: | Table of contents Inhaltsverzeichnis |
| Physical Description: | 350 S. graph. Darst. |
| ISBN: | 354064895X |
Staff View
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Record in the Search Index
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| adam_text | Table of Contents
I. Introduction 1
II. The Alternating Double Auction Market Game 6
III. The Simplified Alternating Double Auction Market
A Game Theoretic Analysis 14
A. Introduction 14
B. Definitions and Lemmas 19
C. 1 Trade Markets 51
1. 1 Trade Markets Without Extra Marginal Traders 52
2. 1 Trade Markets With Extra Marginal Tjaders on Only One Market Side 56
3. 1 Trade Markets With Extra Marginal Traders on Both Market Sides 80
D. 2 Trade Markets Without Extra Marginal Traders 95
E. M Trade Markets 118
F. Resume and Discussion 166
IV. An Experimental Investigation of the Alternating Double Auction Market 177
A. Introduction 177
B. The Experimental Setup 178
C. The Results of the Experimental Investigation 187
1. Benchmarks for Evaluating the Experimental Results 188
a. The Walrasian Competitive Equilibrium 188
b. Game Theoretic Approaches 189
c. The Zero Intelligence Traders Approach 192
2. Market Efficiency 198
3. Convergence of Prices to the Market Clearing Price 199
4. Direction of Price Convergence 207
5. Price Path Repetition 211
6. Distribution of Contract Proposals 218
7. The Proposer s Curse Phenomenon 221
8. Bounded Rationality Approaches 235
D. The Anchor Price Hypothesis A Concluding Summary and Evaluation 249
V. Concluding Remarks 258
VI. References 261
VII. Appendix 265
A. Experimental Handouts and Screen Shots 265
B. Experimental Data Panels and Figures 273
C. Zero Intelligence Trader Simulation Data Panels 301
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| any_adam_object | 1 |
| author | Sadrieh, Abdolkarim 1965- |
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| dewey-tens | 380 - Commerce, communications, transportation |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-09T18:22:16Z |
| institution | BVB |
| isbn | 354064895X |
| language | German |
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| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Sadrieh, Abdolkarim 1965- Verfasser (DE-588)120311259 aut The alternating double auction market a game theoretic and experimental investigation Abdolkarim Sadrieh Berlin [u.a.] Springer 1998 350 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 466 Zugl.: Bonn, Univ., Diss., 1997 Speltheorie gtt Veilingen gtt Wiskundige economie gtt Wiskundige modellen gtt Mathematisches Modell Auctions -- Mathematical models Economics, Mathematical Game theory Spieltheorie (DE-588)4056243-8 gnd rswk-swf Auktionsbörse (DE-588)4581728-5 gnd rswk-swf Marktverhalten (DE-588)4135561-1 gnd rswk-swf Börsenhandel (DE-588)4274168-3 gnd rswk-swf Experimentelle Spieltheorie (DE-588)4252658-9 gnd rswk-swf Börsengeschäft (DE-588)4126735-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Börsenhandel (DE-588)4274168-3 s Spieltheorie (DE-588)4056243-8 s DE-604 Auktionsbörse (DE-588)4581728-5 s Börsengeschäft (DE-588)4126735-7 s Marktverhalten (DE-588)4135561-1 s Experimentelle Spieltheorie (DE-588)4252658-9 s DE-188 Lecture notes in economics and mathematical systems 466 (DE-604)BV000000036 466 http://lcweb.loc.gov/catdir/toc/98-37922.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008217050&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Sadrieh, Abdolkarim 1965- The alternating double auction market a game theoretic and experimental investigation Lecture notes in economics and mathematical systems Speltheorie gtt Veilingen gtt Wiskundige economie gtt Wiskundige modellen gtt Mathematisches Modell Auctions -- Mathematical models Economics, Mathematical Game theory Spieltheorie (DE-588)4056243-8 gnd Auktionsbörse (DE-588)4581728-5 gnd Marktverhalten (DE-588)4135561-1 gnd Börsenhandel (DE-588)4274168-3 gnd Experimentelle Spieltheorie (DE-588)4252658-9 gnd Börsengeschäft (DE-588)4126735-7 gnd |
| subject_GND | (DE-588)4056243-8 (DE-588)4581728-5 (DE-588)4135561-1 (DE-588)4274168-3 (DE-588)4252658-9 (DE-588)4126735-7 (DE-588)4113937-9 |
| title | The alternating double auction market a game theoretic and experimental investigation |
| title_auth | The alternating double auction market a game theoretic and experimental investigation |
| title_exact_search | The alternating double auction market a game theoretic and experimental investigation |
| title_full | The alternating double auction market a game theoretic and experimental investigation Abdolkarim Sadrieh |
| title_fullStr | The alternating double auction market a game theoretic and experimental investigation Abdolkarim Sadrieh |
| title_full_unstemmed | The alternating double auction market a game theoretic and experimental investigation Abdolkarim Sadrieh |
| title_short | The alternating double auction market |
| title_sort | the alternating double auction market a game theoretic and experimental investigation |
| title_sub | a game theoretic and experimental investigation |
| topic | Speltheorie gtt Veilingen gtt Wiskundige economie gtt Wiskundige modellen gtt Mathematisches Modell Auctions -- Mathematical models Economics, Mathematical Game theory Spieltheorie (DE-588)4056243-8 gnd Auktionsbörse (DE-588)4581728-5 gnd Marktverhalten (DE-588)4135561-1 gnd Börsenhandel (DE-588)4274168-3 gnd Experimentelle Spieltheorie (DE-588)4252658-9 gnd Börsengeschäft (DE-588)4126735-7 gnd |
| topic_facet | Speltheorie Veilingen Wiskundige economie Wiskundige modellen Mathematisches Modell Auctions -- Mathematical models Economics, Mathematical Game theory Spieltheorie Auktionsbörse Marktverhalten Börsenhandel Experimentelle Spieltheorie Börsengeschäft Hochschulschrift |
| url | http://lcweb.loc.gov/catdir/toc/98-37922.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008217050&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000036 |
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