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ArticleAuctions as algorithms

Ian H. Domowitz1994

Article1994

Auctions as algorithms

Ian H. Domowitz · Jianxin Wang

96 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Auction Theory and Applications Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1976Market microstructure 1992Trading Mechanisms in Securities Markets 1991Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market 1990Liquidity , Trading Rules and Electronic Trading Systems .1982Market Behavior in a Clearing House 1979Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 1973Assembly-like queues 1985Market Making and the Changing Structure of the Securities Industry

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2008The virtues and vices of equilibrium and the future of financial economics 2007Markets come to bits: Evolution, computation and markomata in economic science 2012Zero intelligence in economics and finance 1999The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange 2011On the hidden side of liquidity 2001Open Sesame: Alternative Opening Algorithms in Securities Markets

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Year1994

Typearticle

Published1994-01-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations96

Files0 public / 0

ShelfAuction Theory and Applications

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doi10.1016/0165-1889(94)90068-x

openalex_workW1520976066

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