Browsing Economics and Finance by Author "Williams, SR"
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The asymptotics of price and strategy in the buyer’s bid double auction
Williams, SR; Zachariadis, KE (2023-01-01)In a model with correlated and interdependent values/costs, we identify for the buyer’s bid double auction the asymptotic distributions of the price and of two order statistics in the first order conditions for optimal ... -
Price discovery using a double auction
Satterthwaite, MA; Williams, SR; Zachariadis, KE (2022)