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Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John O.; … - In: Journal of evolutionary economics : JEE 23 (2013) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10009773929
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Learning and adaptation's impact on market efficiency
Goldbaum, David; Panchenko, Valentyn - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 635-653
Persistent link: https://www.econbiz.de/10008933236
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Asset prices, traders' behavior and market design
Anufriev, Mikhail; Panchenko, Valentyn - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
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Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert; Lafond, François; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 101 (2019), pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
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Individual evolutionary learning in repeated beauty contest games
Anufriev, Mikhail; Duffy, John; Panchenko, Valentyn - In: Journal of economic behavior & organization 218 (2024), pp. 550-567
Persistent link: https://www.econbiz.de/10014552812
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Learning in two-dimensional beauty contest games : theory and experimental evidence
Anufriev, Mikhail; Duffy, John; Panchenko, Valentyn - In: Journal of economic theory 201 (2022), pp. 1-40
Persistent link: https://www.econbiz.de/10013373122
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The role of information in a continuous double auction : an experiment and learning model
Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John O.; … - In: Journal of economic dynamics & control 141 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013465451