From Lab Experiments to the Field: The Case of a Price Formation Model Based on Laboratory Findings-Reference-Cited by-同舟云学术

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From Lab Experiments to the Field: The Case of a Price Formation Model Based on Laboratory Findings

Published:2022-08 Issue: Volume:141 Page:104389
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Xin Baohua

Funder

Chapman University

University of Toronto

University of Minnesota

Carnegie Mellon University

Rotman School of Management, University of Toronto

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference45 articles.

1. Determinants of bid-asked spreads in the over-the-counter market;Benston;Journal of Financial Economics,1974

2. Controlling preferences for lotteries on units of experimental exchange;Berg;Quarterly Journal of Economics,1986

3. Bid-ask spreads and volatility on the foreign exchangeMarket;Bollerslev;Journal of International Economics,1994

4. Insider holdings and perceptions of information asymmetry: A note;Chiang;Journal of Finance,1988

5. How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders;Consiglio;Journal of Economic Dynamics and Control,2007

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1. Discussion of “From experiment to the field: The case of a price formation model based on laboratory findings”;Journal of Economic Dynamics and Control;2022-08

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