Article ID Journal Published Year Pages File Type
5061294 Economics Letters 2010 6 Pages PDF
Abstract
This paper analyzes the behavior of players in experimental double auction markets. We show that the “diagonal effect”, a well-known phenomenon observed in real markets, also shows up in experimental markets and is mainly due to order splitting.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Order aggressiveness and the diagonal effect in experimental double auction markets
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