Information aggregation in experimental asset markets in the presence of a manipulator
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Bibliographic InfoArticle provided by Springer in its journal Experimental Economics.
Volume (Year): 13 (2010)
Issue (Month): 4 (December)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102888
Asset market; Experiment; Price manipulation; Rational expectations; C90; G12; G14;
Find related papers by JEL classification:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Market For Information: Experimental Evidence,"
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- Forsythe, Robert & Lundholm, Russell, 1990. "Information Aggregation in an Experimental Market," Econometrica, Econometric Society, Econometric Society, vol. 58(2), pages 309-47, March.
- Wolfers, Justin & Zitzewitz, Eric, 2004.
1854, Stanford University, Graduate School of Business.
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Econometrica, Econometric Society,
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- Plott, Charles R & Sunder, Shyam, 1982.
"Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models,"
Journal of Political Economy, University of Chicago Press,
University of Chicago Press, vol. 90(4), pages 663-98, August.
- 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.
- Allen, Franklin & Gale, Douglas, 1992. "Stock-Price Manipulation," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 503-29.
- Itay Goldstein & Alexander Guembel, 2008. "Manipulation and the Allocational Role of Prices," Review of Economic Studies, Oxford University Press, vol. 75(1), pages 133-164.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1315-35, November.
- Robin Hanson & Ryan Oprea, 2009. "A Manipulator Can Aid Prediction Market Accuracy," Economica, London School of Economics and Political Science, London School of Economics and Political Science, vol. 76(302), pages 304-314, 04.
- Camerer, Colin & Weigelt, Keith, 1991. "Information Mirages in Experimental Asset Markets," The Journal of Business, University of Chicago Press, vol. 64(4), pages 463-93, October.
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- Oechssler, JÃ¶rg & Schmidt, Carsten & Schnedler, Wendelin, 2011. "On the ingredients for bubble formation: Informed traders and communication," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(11), pages 1831-1851.
- Archishman Chakraborty & Bilge Yilmaz, 2008. "Microstructure Bluffing with Nested Information," American Economic Review, American Economic Association, vol. 98(2), pages 280-84, May.
- Cary Deck & David Porter, 2013.
"Prediction Markets in the Laboratory,"
13-05, Chapman University, Economic Science Institute.
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