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Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
Weyers, Sonia - In: Journal of mathematical economics 40 (2004) 8, pp. 903-922
Persistent link: https://www.econbiz.de/10002389265
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Convergence to competitive equilibria and elimination of no-trade : (in a strategic market game with limit prices)
Weyers, Sonia - 2000 - Rev. version of 99/29/EPS
Persistent link: https://www.econbiz.de/10001634403
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A market game with symmetric limit orders
Liao, Mouhua - In: Journal of mathematical economics 64 (2016), pp. 66-76
Persistent link: https://www.econbiz.de/10011665484
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Trading on sunspots
Jovanovic, Boyan; Tsyrennikov, Viktor - In: American economic review 112 (2022) 12, pp. 3970-3994
Persistent link: https://www.econbiz.de/10014229440
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - In: International game theory review 7 (2005) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10002980362
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - 2002
Persistent link: https://www.econbiz.de/10001724914
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Beliefs and decision making in asset markets : three essays in experimental economics
Lahav, Yaron - 2007
Persistent link: https://www.econbiz.de/10009693857
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Strategic trading when agents forecast the forecasts of others
Foster, F. Douglas - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1437-1478
Persistent link: https://www.econbiz.de/10001209022
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Adaptive learning vs equilibrium refinements in an entry limit pricing game
Cooper, David J. - In: The economic journal : the journal of the Royal … 107 (1997) 442, pp. 553-575
Persistent link: https://www.econbiz.de/10001219351
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Price impact in Nash equilibria
Chen, Xiao; Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. - In: Finance and stochastics 27 (2023) 2, pp. 305-340
Persistent link: https://www.econbiz.de/10014253641