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Experiments in the field of behavioral economics often require repeated matching of participants to groups over multiple periods. Perfect stranger matching requires that no two participants interact more than once during the experiment. Computing a sequence of perfect stranger matches is an...
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This paper studies the impact of public information on trading and market fragmentation in FTSE 100 stocks on the LSE and on Chi-X, the largest multilateral trading facility in Europe. We proxy daily public information through newswire messages which we di erentiate by their ex-ante sentiment....
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We create a simulated financial market and examine the effect of different levels of active and passive investment on fundamental market efficiency. In our simulated market, active, passive, and random investors interact with each other through issuing orders. Active and passive investors select...
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Meeting charging demands of large electric vehicle fleets will raise electrical load significantly and may pose challenges for today's power system. Appropriate coordination of electric vehicle charging can reduce these threats. Acknowledging the interdependency between the transportation and...
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Accurate predictions are essential in many areas such as corporate decision making, weather forecasting and technology forecasting. Prediction markets help to aggregate information and gain a better understanding of the future by leveraging the wisdom of the crowds. Trading prices in prediction...
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