The role of information in a continuous double auction: An experiment and learning model
We analyze trading in a modified continuous double auction market. We study how more or
less information about trading in a prior round affects allocative and informational efficiency …
less information about trading in a prior round affects allocative and informational efficiency …
Comments on “the role of information in a continuous double auction: An experiment and learning model” by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and …
T Bao - Journal of Economic Dynamics and Control, 2022 - Elsevier
Anufriev et al. study whether more detailed order book information is always better for
market efficiency in a modified continuous double auction market. This paper belongs to a …
market efficiency in a modified continuous double auction market. This paper belongs to a …