scholarly journals Bubbles and Information in Continuous Double Auction and Call Market: An Experiment

2017 ◽  
Author(s):  
Hiromine Sakurai ◽  
Eizo Akiyama
Keyword(s):  
Double Auction ◽  
Continuous Double Auction ◽  
Call Market

ZIP2 strategy of limited resources under environment of continuous double auction

2010 ◽  
Vol 29 (12) ◽  
pp. 3231-3234 ◽  
Author(s):  
Sheng-feng CHEN ◽  
Cheng-jian WEI
Keyword(s):  
Limited Resources ◽  
Double Auction ◽  
Continuous Double Auction

Multi-unit continuous double auction for resource allocation on computational grid

2009 ◽  
Vol 29 (2) ◽  
pp. 602-605
Author(s):  
Xu ZHAO ◽  
Cheng-jian WEI
Keyword(s):  
Resource Allocation ◽  
Computational Grid ◽  
Double Auction ◽  
Continuous Double Auction

scholarly journals Simple stochastic order-book model of swarm behavior in continuous double auction

2015 ◽  
Vol 420 ◽  
pp. 304-314 ◽  
Author(s):  
Shingo Ichiki ◽  
Katsuhiro Nishinari
Keyword(s):  
Stochastic Order ◽  
Double Auction ◽  
Order Book ◽  
Swarm Behavior ◽  
Continuous Double Auction

A steady-state model of the continuous double auction

2003 ◽  
Vol 3 (5) ◽  
pp. 385-404 ◽  
Author(s):  
Hugh Luckock
Keyword(s):  
Steady State ◽  
State Model ◽  
Double Auction ◽  
Steady State Model ◽  
Continuous Double Auction

scholarly journals PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE-AUCTION MARKETS

2007 ◽  
Vol 23 (2) ◽  
pp. 176-196 ◽  
Author(s):  
Javier Gil-Bazo ◽  
David Moreno ◽  
Mikel Tapia
Keyword(s):  
Wealth Distribution ◽  
Double Auction ◽  
Price Dynamics ◽  
Informational Efficiency ◽  
Auction Markets ◽  
Continuous Double Auction

Liquidity Provision and Cross Arbitrage in Continuous Double-Auction Prediction Markets

2014 ◽  
Vol 7 (3) ◽  
pp. 61-86
Author(s):  
Werner Antweiler
Keyword(s):  
Stock Market ◽  
Empirical Analysis ◽  
Double Auction ◽  
Prediction Markets ◽  
Market Maker ◽  
Micro Structure ◽  
Liquidity Provision ◽  
Novel Method ◽  
Continuous Double Auction ◽  
Bid Ask Spreads

Continuous double-auction prediction markets often exhibit low transaction volume due to substantial bid-ask spreads. This paper explores a novel method of providing artificial liquidity in continuous double-auction prediction markets by introducing an automated market maker that engages in zero-profit cross-arbitrage in multi-contract markets. Empirical analysis of observed bid-ask spreads, liquidity, offer acceptance, and order sizes in the 2008 UBC Election Stock Market provides additional new insights into the micro-structure of prediction markets. 

ON MARKET MAKER FUNCTIONS

2012 ◽  
Vol 3 (1) ◽  
pp. 61-63 ◽  
Author(s):  
Robin Hanson
Keyword(s):  
Scoring Rules ◽  
Double Auction ◽  
Market Maker ◽  
Main Function ◽  
Market Makers ◽  
Continuous Double Auction

Since market scoring rules have become popular as a form of market maker, it seems worth reviewing just what such mechanisms are intended to do.The main function performed by most market makers is to serve as an intermediary between people who prefer to trade at different times.  Traders who have the same favorite times to trade can show up together to an ordinary continuous double auction, and then make and accept offers to trade.  But when traders have different favorite times, a market maker can help them by first making offers that some of them will accept, and then later making opposite offers which others will accept.  By adjusting prices in his favor, a market maker can even profit from providing this service.

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