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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- Steven Tucker & Charles Noussair & Charles N. Noussair & Steven Tucker, 2013.
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- Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008.
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- 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.
- Charles Noussair & Stephane Robin & Bernard Ruffieux, 2001. "Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values," Experimental Economics, Springer, vol. 4(1), pages 87-105, June.
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