Lucy F. Ackert at IDEAS
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about: Lucy F. Ackert
Personal Details | Affiliation | Works
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Personal Details
First Name: Lucy
Middle Name: F.
Last Name: Ackert
Suffix:
RePEc Short-ID: pac32
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Working papers
Lucy F. Ackert & Ann B. Gillette & Jorge Martinez-Vazquez & Mark Rider, 2009.
"Risk Tolerance, Self-Interest, and Social Preferences ,"
Experimental Economics Center Working Paper Series
2009-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2006.
"Explanation and Misrepresentation in the Laboratory ,"
Experimental Economics Center Working Paper Series
2006-25, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006.
"The origins of bubbles in laboratory asset markets ,"
Working Paper
2006-06, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Shawn Davis, 2006.
"Social Distance and Reciprocity ,"
Experimental Economics Center Working Paper Series
2006-27, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Gerald P. Dwyer, 2005.
"When the shoe is on the other foot: experimental evidence on evaluation disparities ,"
Working Paper
2005-17, Federal Reserve Bank of Atlanta.
[Downloadable!] Other versions:
Jorge Martinez-Vazquez & Mark Rider & Lucy F. Ackert & Ann Gillette, 2005.
"Experimental Evidence for Tax Policy Design ,"
International Studies Program Working Paper Series, at AYSPS, GSU
paper0517, International Studies Program, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
Lucy F. Ackert & Jorge Martinez-Vazquez & Mark Rider, 2004.
"Tax Policy Design in The Presence of Social Preferences: Some Experimental Evidence ,"
International Studies Program Working Paper Series, at AYSPS, GSU
paper0425, International Studies Program, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!] Other versions:
Lucy F. Ackert & Narat Charupat & Bryan K. Church & James Tompkins & Richard Deaves, 2003.
"An experimental examination of the house money effect in a multi-period setting ,"
Working Paper
2003-13, Federal Reserve Bank of Atlanta.
Published as:
Lucy F. Ackert & Bryan K. Church & James Tompkins & Ping Zhang, 2003.
"What's in a name? An experimental examination of investment behavior ,"
Working Paper
2003-12, Federal Reserve Bank of Atlanta.
Published as:
Lucy F. Ackert & Bryan K. Church & James Tompkins & Ping Zhang, 2005.
"What's in a Name: An Experimental Examination of Investment Behavior ,"
Review of Finance ,
Oxford University Press for European Finance Association, vol. 9(2), pages 281-304.
[Downloadable!] (restricted) Lucy Ackert & Bryan Church & James Tompkins & Ping Zhang, 2005.
"What’s in a Name? An Experimental Examination of Investment Behavior ,"
Review of Finance ,
Springer, vol. 9(2), pages 281-304, 06.
[Downloadable!] (restricted)
Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002.
"Asset prices and informed traders' abilities: evidence from experimental asset markets ,"
Working Paper
2002-26, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2004.
"Asset prices and informed traders' abilities: Evidence from experimental asset markets ,"
Accounting, Organizations and Society ,
Elsevier, vol. 29(7), pages 609-626, October.
[Downloadable!] (restricted)
Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 2002.
"Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think ,"
Working Paper
2002-25, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002.
"Bubbles in experimental asset markets: Irrational exuberance no more ,"
Working Paper
2002-24, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Ann B. Gillette, 2001.
"Immediate disclosure or secrecy? the release of information in experimental asset markets ,"
Working Paper
2001-5, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & George Athanassakos, 2000.
"A simultaneous equations analysis of analysts’ forecast bias and institutional ownership ,"
Working Paper
2000-5, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & William C. Hunter, 2000.
"An empirical examination of the price-dividend relation with dividend management ,"
Working Paper Series
WP-00-22, Federal Reserve Bank of Chicago.
[Downloadable!] Published as:
Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 1999.
"An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior ,"
Working Paper
99-1, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Lucy F. Ackert & William C. Hunter, 1999.
"Intrinsic bubbles: the case of stock prices: a comment ,"
Working Paper Series
WP-99-26, Federal Reserve Bank of Chicago.
Published as:
Lucy F. Ackert & Yisong S. Tian, 1999.
"Efficiency in index options markets and trading in stock baskets ,"
Working Paper
99-5, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Lucy F. Ackert & Bryan K. Church & Ping Zhang, 1999.
"The effect of forecast bias on market behavior: evidence from experimental asset markets ,"
Working Paper
99-4, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & Marie D. Racine, 1998.
"Stochastic trends and cointegration in the market for equities ,"
Working Paper
98-13, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Marie D. Racine & Lucy F. Ackert, 1998.
"Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis ,"
Working Paper
98-14, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Mandira Roy Sankar, 1998.
"Voluntary disclosure under imperfect competition: Experimental evidence ,"
Working Paper
98-7, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Lucy F. Ackert & Bryan K. Church, 1998.
"Bid-ask spreads in multiple dealer settings: Some experimental evidence ,"
Working Paper
98-9, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Ping Zhang & Bryan K. Church & Lucy F. Ackert, 1998.
"Uncertain litigation cost and seller behavior: Evidence from an auditing game ,"
Working Paper
98-17, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & George Athanassakos, 1998.
"Institutional investors, analyst following, and the January anomaly ,"
Working Paper
98-8, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as:
Lucy F. Ackert & George Athanassakos, 2000.
"Institutional Investors, Analyst Following, and the January Anomaly ,"
Journal of Business Finance & Accounting ,
Blackwell Publishing, vol. 27(3-4), pages 469-485.
[Downloadable!] (restricted) Lucy F. Ackert & George Athanassakos, 2000.
"Institutional Investors, Analyst Following, and the January Anomaly ,"
Journal of Business Finance & Accounting ,
Blackwell Publishing, vol. 27(3&4), pages 469-485.
[Downloadable!] (restricted)
Lucy F. Ackert & Bryan K. Church, 1998.
"The effects of subject pool and design experience on rationality in experimental asset markets ,"
Working Paper
98-18, Federal Reserve Bank of Atlanta.
[Downloadable!]
Lucy F. Ackert & William C. Hunter, 1993.
"Rational expectations and the dynamic adjustment of security analysts' forecasts to new information ,"
Working Paper
93-9, Federal Reserve Bank of Atlanta.
Lucy F. Ackert & William C. Hunter, 1992.
"Rational expectations and security analysts' earnings forecasts ,"
Working Paper
92-8, Federal Reserve Bank of Atlanta.
Published as:
Lucy F. Ackert & William C. Hunter, 1989.
"Tests of a simple optimizing model of daily price limits on futures contracts ,"
Working Paper
89-10, Federal Reserve Bank of Atlanta.
Articles
Lucy F. Ackert & Bryan K. Church, 2009.
"Home bias: taking comfort in what you know? ,"
International Journal of Behavioural Accounting and Finance ,
Inderscience Enterprises Ltd, vol. 1(2), pages 152-166, January.
[Downloadable!] (restricted)
Ackert, Lucy F. & Charupat, Narat & Deaves, Richard & Kluger, Brian D., 2009.
"Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 44(03), pages 719-744, June.
[Downloadable!]
Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2008.
"What affects the market's ability to adjust for optimistic forecast bias? Evidence from experimental asset markets ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 66(2), pages 358-372, May.
[Downloadable!] (restricted)
Lucy F. Ackert & Jorge Martinez-Vazquez & Mark Rider, 2007.
"Social Preferences And Tax Policy Design: Some Experimental Evidence ,"
Economic Inquiry ,
Western Economic Association International, vol. 45(3), pages 487-501, 07.
[Downloadable!] (restricted)
Lucy Ackert & Narat Charupat & Bryan Church & Richard Deaves, 2006.
"An experimental examination of the house money effect in a multi-period setting ,"
Experimental Economics ,
Springer, vol. 9(1), pages 5-16, April.
[Downloadable!] (restricted) Other versions:
Lucy F. Ackert & Narat Charupat & Bryan K. Church & Richard Deaves, 2006.
"Margin, Short Selling, And Lotteries In Experimental Asset Markets ,"
Southern Economic Journal ,
Southern Economic Association, vol. 73(2), pages 419â436, October.
Lucy Ackert & Bryan Church & James Tompkins & Ping Zhang, 2005.
"What’s in a Name? An Experimental Examination of Investment Behavior ,"
Review of Finance ,
Springer, vol. 9(2), pages 281-304, 06.
[Downloadable!] (restricted) Other versions: Published as:
Ackert, Lucy F. & Athanassakos, George, 2005.
"The relationship between short interest and stock returns in the Canadian market ,"
Journal of Banking & Finance ,
Elsevier, vol. 29(7), pages 1729-1749, July.
[Downloadable!] (restricted)
Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2004.
"Asset prices and informed traders' abilities: Evidence from experimental asset markets ,"
Accounting, Organizations and Society ,
Elsevier, vol. 29(7), pages 609-626, October.
[Downloadable!] (restricted) Other versions:
Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2003.
"Emotion and financial markets ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q2, pages 33-41.
[Downloadable!]
Lucy F. Ackert & George Athanassakos, 2003.
"A Simultaneous Equations Analysis of Analysts' Forecast Bias, Analyst Following, and Institutional Ownership ,"
Journal of Business Finance & Accounting ,
Blackwell Publishing, vol. 30, pages 1017-1042.
[Downloadable!] (restricted)
Ackert, Lucy F. & Church, Bryan K. & Englis, Basil, 2002.
"The asset allocation decision and investor heterogeneity: a puzzle? ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 47(4), pages 423-433, April.
[Downloadable!] (restricted)
Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2002.
"Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 47(4), pages 435-450, April.
[Downloadable!] (restricted)
Lucy Ackert & William Hunter, 2001.
"An Empirical Examination of the Price-Dividend Relation with Dividend Management ,"
Journal of Financial Services Research ,
Springer, vol. 19(2), pages 115-129, April.
[Downloadable!] (restricted) Other versions:
Ackert, Lucy F. & Tian, Yisong S., 2001.
"Efficiency in index options markets and trading in stock baskets ,"
Journal of Banking & Finance ,
Elsevier, vol. 25(9), pages 1607-1634, September.
[Downloadable!] (restricted) Other versions:
Ackert, Lucy F. & Church, Bryan & Jayaraman, Narayanan, 2001.
"An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior ,"
Journal of Financial Markets ,
Elsevier, vol. 4(2), pages 185-208, April.
[Downloadable!] (restricted) Other versions:
Lucy F. Ackert & Yisong S. Tian, 2000.
"Evidence on the efficiency of index options markets ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q1, pages 40-51.
[Downloadable!]
Lucy F. Ackert & Yisong S. Tian, 2000.
"Arbitrage and Valuation in the Market forStandard and Poor's Depository Receipts ,"
Financial Management ,
Financial Management Association, vol. 29(3), Fall.
Lucy F. Ackert & George Athanassakos, 2000.
"Institutional Investors, Analyst Following, and the January Anomaly ,"
Journal of Business Finance & Accounting ,
Blackwell Publishing, vol. 27(3&4), pages 469-485.
[Downloadable!] (restricted) Other versions: Published as:
Ackert, Lucy F. & Church, Bryan K. & Sankar, Mandira Roy, 2000.
"Voluntary disclosure under imperfect competition: experimental evidence ,"
International Journal of Industrial Organization ,
Elsevier, vol. 18(1), pages 81-105, January.
[Downloadable!] (restricted) Other versions:
Ackert, Lucy F. & Racine, M. D., 1999.
"Stochastic trends and cointegration in the market for equities ,"
Journal of Economics and Business ,
Elsevier, vol. 51(2), pages 133-143, March.
[Downloadable!] (restricted) Other versions:
Lucy F. Ackert & Bryan K. Church, 1999.
"Bid-Ask Spreads in Multiple Dealer Settings: Some Experimental Evidence ,"
Financial Management ,
Financial Management Association, vol. 28(1), Spring.
Other versions:
Lucy F. Ackert & William C. Hunter, 1999.
"Intrinsic Bubbles: The Case of Stock Prices: Comment ,"
American Economic Review ,
American Economic Association, vol. 89(5), pages 1372-1376, December.
[Downloadable!] (restricted) Other versions:
Lucy F. Ackert & Bryan K. Church, 1998.
"Competitiveness and price setting in dealer markets ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q 3, pages 4-11.
[Downloadable!]
Ackert, Lucy F. & Church, Bryan K., 1998.
"Information dissemination and the distribution of wealth: Evidence from experimental asset markets ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 37(3), pages 357-371, November.
[Downloadable!] (restricted)
Ackert, Lucy F. & Church, Bryan K. & Shehata, Mohamed, 1997.
"Market behavior in the presence of costly, imperfect information: Experimental evidence ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 33(1), pages 61-74, May.
[Downloadable!] (restricted)
Lucy Ackert & Marie Racine, 1997.
"The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(4), pages 371-385, December.
[Downloadable!] (restricted)
Lucy Ackert & Jonathan Hao & William Hunter, 1997.
"The effect of circuit breakers on expected volatility: Tests using implied volatilities ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(2), pages 117-127, June.
[Downloadable!] (restricted)
Ackert, Lucy F & Hunter, William C, 1995.
"Rational Expectations and Security Analysts' Earnings Forecasts ,"
The Financial Review ,
Eastern Finance Association, vol. 30(3), pages 427-43, August.
Other versions:
Ackert, Lucy F. & Hunter, William C., 1994.
"Rational price limits in futures markets: tests of a simple optimizing model ,"
Review of Financial Economics ,
Elsevier, vol. 4(1), pages 93-108.
[Downloadable!] (restricted)
Ackert, Lucy F., 1994.
"Uncertainty and volatility in stock prices ,"
Journal of Economics and Business ,
Elsevier, vol. 46(4), pages 239-253, October.
[Downloadable!] (restricted)
Cushing, Matthew J & Ackert, Lucy F, 1994.
"Interest Rate Innovations and the Volatility of Long-Term Bond Yields ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 26(2), pages 203-17, May.
[Downloadable!] (restricted)
Ackert, Lucy F & Smith, Brian F, 1993.
" Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders ,"
Journal of Finance ,
American Finance Association, vol. 48(4), pages 1147-60, September.
[Downloadable!] (restricted)
William C. Hunter & Lucy F. Ackert, 1993.
"Business cycles and analysts' forecasts: further evidence of rationality ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Nov, pages 13-22.
NEP Fields 25 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-CBE : Cognitive & Behavioural Economics (6) 2003-01-27 2005-10-04 2006-05-27 2007-06-11 2007-06-11 2009-01-24 Author is listed
NEP-CDM : Collective Decision-Making (2) 2005-05-07 2009-01-24
NEP-CFN : Corporate Finance (4) 1998-12-09 1998-12-09 1999-01-25 1999-01-25
NEP-ETS : Econometric Time Series (2) 1998-12-09 1999-01-25
NEP-EVO : Evolutionary Economics (1) 2009-01-24
NEP-EXP : Experimental Economics (15) 1998-12-09 1998-12-09 1999-01-25 1999-01-25 2000-01-31 2000-01-31 2001-08-15 2005-05-07 2005-05-23 2005-08-13 2005-10-04 2006-05-27 2007-06-11 2007-06-11 2009-01-24 Author is listed
NEP-FIN : Finance (7) 2000-01-31 2000-01-31 2000-03-06 2000-10-31 2003-01-27 2003-01-27 2003-01-27 Author is listed
NEP-FMK : Financial Markets (5) 2001-08-15 2003-01-27 2003-01-27 2003-01-27 2006-05-27 Author is listed
NEP-GTH : Game Theory (2) 1998-12-09 2007-06-11
NEP-IFN : International Finance (1) 1998-12-09
NEP-PBE : Public Economics (2) 2005-05-07 2005-05-23
NEP-POL : Positive Political Economics (2) 2005-05-07 2005-05-23
NEP-PUB : Public Finance (3) 2005-05-07 2005-05-23 2005-08-13
NEP-RMG : Risk Management (3) 2003-01-27 2003-01-27 2003-01-27
NEP-SOC : Social Norms & Social Capital (2) 2007-06-11 2009-01-24
NEP-UPT : Utility Models & Prospect Theory (1) 2009-01-24
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This page was last updated on 2009-11-21.
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