Integrating Segregated Markets
Integrating Segregated Markets
In many cases real markets are segregated to some extent by constraints on who is readily able to trade and communicate with whom. Here we model this kind of segregation within a market constrained by an underlying network topology. We quantify the impact of segregation on market convergence, and explore the extent to which it is redressed by a broadcast mechanism intended to mimic the presence of information sources that are widely consulted, but imperfect, and slow to react to market change.
Ladley, Dan
eadd9d0e-cba3-48d3-9e4d-61fe9a5ab1bd
Bullock, Seth
2ad576e4-56b8-4f31-84e0-51bd0b7a1cd3
2007
Ladley, Dan
eadd9d0e-cba3-48d3-9e4d-61fe9a5ab1bd
Bullock, Seth
2ad576e4-56b8-4f31-84e0-51bd0b7a1cd3
Ladley, Dan and Bullock, Seth
(2007)
Integrating Segregated Markets.
International Transactions on Systems Science and Applications, 3 (1).
Abstract
In many cases real markets are segregated to some extent by constraints on who is readily able to trade and communicate with whom. Here we model this kind of segregation within a market constrained by an underlying network topology. We quantify the impact of segregation on market convergence, and explore the extent to which it is redressed by a broadcast mechanism intended to mimic the presence of information sources that are widely consulted, but imperfect, and slow to react to market change.
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Published date: 2007
Organisations:
Agents, Interactions & Complexity
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Local EPrints ID: 263380
URI: http://eprints.soton.ac.uk/id/eprint/263380
PURE UUID: bb81bde3-0804-4206-8341-b6b56f333952
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Date deposited: 06 Feb 2007
Last modified: 10 Dec 2021 21:37
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Author:
Dan Ladley
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