Experimental Asset Markets within Finance
AbstractThis paper addresses the concept of market efficiency, presenting a critical review of the conventional tests in the area, which in turn provides the justification for employing an experimental methodology. The literature on experimental asset markets within finance is then reviewed and evaluated. Copyright 1995 by Blackwell Publishers Ltd
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Journal of Economic Surveys.
Volume (Year): 9 (1995)
Issue (Month): 4 (December)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0950-0804
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- Schnizler, Björn & Neumann, Dirk & Veit, Daniel & Napoletano, Mauro & Catalano, Michele & Gallegati, Mauro & Reinicke, Michael & Streitberger, Werner & Eymann, Torsten, 2005. "Environmental analysis for application layer networks," Bayreuth Reports on Information Systems Management 1, University of Bayreuth, Chair of Information Systems Management.
- Lux, Thomas, 1997. "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 1-38, November.
- Darren Duxbury, 2005. "Experimental evidence on trading behavior, market efficiency and price formation in double auctions with unknown trading duration," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(8), pages 475-497.
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