Concepedia

Continuous Double Auction

Continuous Double Auction is a market mechanism, belonging to the class of double auction trading systems, that enables buyers and sellers to continuously submit and revise bid and ask prices dynamically over time, with transactions executed immediately whenever a bid matches an ask price.

134

Publications

17.3K

Citations

324

Authors

156

Institutions

Publications per year

2017–2026

33

Parents

Publications

134

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

, , +12

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *

Eric Budish, Peter Cramton, John J. Shim · The Quarterly Journal of Economics · 2015 · 877 citations · Full text

, , +16

The predictive power of zero intelligence in financial markets

J. Doyne Farmer, Paolo Patelli, Ilija I. Zovko · Proceedings of the National Academy of Sciences · 2005 · 448 citations · Full text

, , +10

Statistical theory of the continuous double auction

Eric Smith, J. Doyne Farmer, László Gillemot et al. · Quantitative Finance · 2003 · 356 citations · Full text

, , +13

Agent-human interactions in the continuous double auction

Rajarshi Das, James E. Hanson, Jeffrey O. Kephart et al. · 2001 · 226 citations

, , +11

1–5 of 134

Authors

324

  1. DC
    Dave Cliff

    University of Bristol, United Kingdom

    11 publications · 516 citations

    10

    h-index

  2. NR
    Nicholas R. Jennings

    University of Southampton, United Kingdom

    6 publications · 627 citations

    6

    h-index

  3. PV
    Perukrishnen Vytelingum

    University of Southampton, United Kingdom

    5 publications · 466 citations

    5

    h-index

  4. GT
    Gerald Tesauro

    IBM (United States), United States

    5 publications · 599 citations

    5

    h-index

  5. HL
    Ho-fung Leung

    Chinese University of Hong Kong, Hong Kong SAR China

    4 publications · 242 citations

    4

    h-index

1–5 of 324

Institutions

156

  1. University of Southampton

    Southampton, United Kingdom

    7 h-index

    21 publications

    2.3K citations

  2. California Institute of Technology

    Pasadena, United States

    6 h-index

    13 publications

    530 citations

  3. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    5 h-index

    11 publications

    677 citations

  4. IBM (United States)

    Armonk, United States

    5 h-index

    11 publications

    1.5K citations

  5. University of Bristol

    Bristol, United Kingdom

    5 h-index

    7 publications

    329 citations

  6. Hewlett-Packard (United States)

    Palo Alto, United States

    3 h-index

    4 publications

    154 citations

  7. University of Michigan

    Ann Arbor, United States

    3 h-index

    6 publications

    134 citations

  8. University College London

    London, United Kingdom

    3 h-index

    5 publications

    235 citations

1–8 of 156

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 179 citations

    6

    h-index

  2. Quantitative Finance

    3 publications · 466 citations

    3

    h-index

  3. 3

    h-index

  4. 3

    h-index

  5. IEEE Transactions on Power Systems

    2 publications · 91 citations

    2

    h-index

1–5