Vecon Lab Call Market: Introduction

This program runs a uniform price double auction, in which buyers and sellers submit bids and offers, which are arrayed into pseudo demand and supply curves that are crossed to determine a provisional trading price. The market is "called" and trades are finalized when the time expires or the experimenter presses the Stop button. At that time, all units with offers below the clearing price are sold, and all units with bids above the clearing price are purchased. Variants of this procedure are sometimes used in electronic trading of stocks and in wholesale markets for electric power, which are cleared hourly.

The program permits the instructor to implement market changes "on the fly" after any round, e.g. demand or supply shifts, taxes on buyers or sellers, price ceilings or floors, and collusion among buyers or sellers. The best way to become familiar with this program is to set it up and run a test for one buyer and seller.

Vecon Lab - September 5, 2008