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Information aggregation in experimental asset markets in the presence of a manipulator

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  • Helena Veiga

    ()

  • Marc Vorsatz

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s10683-010-9247-3
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Bibliographic Info

Article provided by Springer in its journal Experimental Economics.

Volume (Year): 13 (2010)
Issue (Month): 4 (December)
Pages: 379-398

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Handle: RePEc:kap:expeco:v:13:y:2010:i:4:p:379-398

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Web page: http://www.springerlink.com/link.asp?id=102888

Related research

Keywords: Asset market; Experiment; Price manipulation; Rational expectations; C90; G12; G14;

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References

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  1. Sunder, S., 1989. "Market For Information: Experimental Evidence," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 88-89-53, Carnegie Mellon University, Tepper School of Business.
  2. Forsythe, Robert & Lundholm, Russell, 1990. "Information Aggregation in an Experimental Market," Econometrica, Econometric Society, Econometric Society, vol. 58(2), pages 309-47, March.
  3. Wolfers, Justin & Zitzewitz, Eric, 2004. "Prediction Markets," Research Papers 1854, Stanford University, Graduate School of Business.
  4. repec:reg:wpaper:259 is not listed on IDEAS
  5. Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, Econometric Society, vol. 79(4), pages 973-1026, 07.
  6. 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.
  7. Allen, Franklin & Gale, Douglas, 1992. "Stock-Price Manipulation," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 503-29.
  8. 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.
  9. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1315-35, November.
  10. 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.
  11. 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.
  12. repec:reg:rpubli:259 is not listed on IDEAS
  13. Oechssler, Jörg & 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.
  14. Archishman Chakraborty & Bilge Yilmaz, 2008. "Microstructure Bluffing with Nested Information," American Economic Review, American Economic Association, vol. 98(2), pages 280-84, May.
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Cited by:
  1. Cary Deck & David Porter, 2013. "Prediction Markets in the Laboratory," Working Papers 13-05, Chapman University, Economic Science Institute.

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