Comments on “the role of information in a continuous double auction: An experiment and learning model” by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and Valentyn Panchenko

Te Bao

Journal of Economic Dynamics and Control, 2022, vol. 141, issue C

Abstract: Anufriev et al. study whether more detailed order book information is always better for market efficiency in a modified continuous double auction market. This paper belongs to a broad research agenda on the impact of information transparency and trading speed on market stability. This comment discusses the implication of this research agenda on the design of market institutions and regulatory policies with the rise of mobile trading platforms and algorithm trading.

Keywords: Continuous double auction; Experimental economics; Experimental finance (search for similar items in EconPapers)
JEL-codes: C63 D44 D83 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000926

DOI: 10.1016/j.jedc.2022.104388

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