Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality.

S-Tier
Journal: Journal of Political Economy
Year: 1993
Volume: 101
Issue: 1
Pages: 119-37

Authors (2)

Gode, Dhananjay K (not in RePEc) Sunder, Shyam (Yale University)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper reports market experiments in which human traders are replaced by "zero-intelligence" programs that submit random bids and offers. Imposing a budget constraint (i.e., n ot permitting traders to sell below their costs or buy above their valu es) is sufficient to raise the allocative efficiency of these auctions close to 100 percent. Allocative efficiency of a double auction deri ves largely from its structure, independent of traders' motivation, intelligence, or learning. Adam Smith's invisible hand may be more powerful than some may have thought; it can generate aggregate rationality not only from individual rationality but also from individual irrationality. Copyright 1993 by University of Chicago Press.

Technical Details

RePEc Handle
repec:ucp:jpolec:v:101:y:1993:i:1:p:119-37
Journal Field
General
Author Count
2
Added to Database
2026-01-29