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Financial market design and bounded rationality: An experiment

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  • Pouget, Sebastien

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Financial Markets.

Volume (Year): 10 (2007)
Issue (Month): 3 (August)
Pages: 287-317

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Handle: RePEc:eee:finmar:v:10:y:2007:i:3:p:287-317

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Web page: http://www.elsevier.com/locate/finmar

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  1. Shmuel Baruch, 2005. "Who Benefits from an Open Limit-Order Book?," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1267-1306, July.
  2. Williams, Arlington W, 1987. "The Formation of Price Forecasts in Experimental Markets," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 19(1), pages 1-18, February.
  3. Plott, Charles R. & Smith, Vernon L., . "An Experimental Examination of Two Exchange Institutions," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 83, California Institute of Technology, Division of the Humanities and Social Sciences.
  4. Sebastien Pouget, 2007. "Adaptive Traders and the Design of Financial Markets," Journal of Finance, American Finance Association, vol. 62(6), pages 2835-2863, December.
  5. Paul Milgrom & Nancy L.Stokey, 1979. "Information, Trade, and Common Knowledge," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 377R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  6. Plott, Charles R & Sunder, Shyam, 1988. "Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Econometrica, Econometric Society, Econometric Society, vol. 56(5), pages 1085-1118, September.
  7. Reinhard Selten & Michael Mitzkewitz & Gerald R. Uhlich, 1997. "Duopoly Strategies Programmed by Experienced Players," Econometrica, Econometric Society, Econometric Society, vol. 65(3), pages 517-556, May.
  8. Madhavan, Ananth & Panchapagesan, Venkatesh, 2000. "Price Discovery in Auction Markets: A Look Inside the Black Box," Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 627-58.
  9. Kagel, John H & Harstad, Ronald M & Levin, Dan, 1987. "Information Impact and Allocation Rules in Auctions with Affiliated Private Values: A Laboratory Study," Econometrica, Econometric Society, Econometric Society, vol. 55(6), pages 1275-1304, November.
  10. Plott, Charles R. & Sunder, Shyam., . "Efficiency of Experimental Security Markets with Insider Information: An Application of Rational Expectations Models," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 331, California Institute of Technology, Division of the Humanities and Social Sciences.
  11. Timothy N. Cason & Daniel Friedman, 1997. "Price Formation in Single Call Markets," Econometrica, Econometric Society, Econometric Society, vol. 65(2), pages 311-346, March.
  12. Radner, Roy, 1979. "Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices," Econometrica, Econometric Society, Econometric Society, vol. 47(3), pages 655-78, May.
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Cited by:
  1. Takács, Károly, 2010. "Hálózati kísérletek
    [Network experiments]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 958-979.

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