Order Aggressiveness and the Diagonal Effect in Experimental Double Auction Markets
(2010) Economics Letters — Vol. 107, n° 2, p. 304-309 (2010)
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- Authors
- Abstract
- This paper analyzes the behavior of players in experimental double auction markets. We show that the “diagonal effect”, a well-known phenomenon observed in real markets, also shows up in experimental markets and is mainly due to order splitting.
- Affiliations
Louvain School of Management Accounting & Finance FUCaM Sciences de gestion
Citations
Majois, C. (2010). Order Aggressiveness and the Diagonal Effect in Experimental Double Auction Markets. Economics Letters, 107(2), 304-309. https://doi.org/10.1016/j.econlet.2010.02.019 (Original work published 2010)