ICES Experimental Economics Brown Bag Lecture

Market Surplus and Derivative Asset Innovation: An Experimental Design

Friday, March 20, 2026 4:00 PM to 5:00 PM EDT
Vernon Smith Hall (formerly Metropolitan Building), Room 5075

 

The Interdisciplinary Center for Economic Science (ICES) presents an ICES Brown Bag Lecture featuring:

Duan Liu

George Mason University

Market Surplus and Derivative Asset Innovation: An Experimental Design

 

 

Abstract

Decentralized market institutions, such as independently-clearing trading mechanisms, drive the non-redundancy of market innovations, including derivative assets, since well-designed derivative assets reduce information costs. We report on an experimental design comparing markets with and without jointly-clearing trading, focusing on whether derivative assets as simple as linear combinations can reduce information costs and, in turn, enhance market surplus in decentralized markets. We hypothesize that our results will support this theory. Our anticipated findings would offer insights into the non-redundancy of derivative assets.

 

For more information about the Brown Bag Lectures, please visit the Brown Bag Schedule homepage.

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