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Experimental Research On Asset Pricing

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Author Info

  • Noussair, C.N.
  • Tucker, S.

    (Tilburg University, Center for Economic Research)

Abstract

Abstract This paper selectively surveys some of the more prominent laboratory experimental studies on asset market behavior. The strands of literature considered are market microstructure, pari-mutuel betting markets, characteristics of participants, the effect of information release, and studies of the CAPM pricing model.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2013-020.

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Date of creation: 2013
Date of revision:
Handle: RePEc:dgr:kubcen:2013020

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Web page: http://center.uvt.nl

Related research

Keywords: Survey; Experiments; Asset Pricing;

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References

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  33. Haruvy, E. & Noussair, C.N. & Powell, O.R., 2012. "The Impact of Asset Repurchases and Issues in an Experimental Market," Discussion Paper 2012-092, Tilburg University, Center for Economic Research.
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  35. Theissen, Erik, 2000. "Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets," Journal of Financial Markets, Elsevier, vol. 3(4), pages 333-363, November.
  36. Koessler, Frédéric & Noussair, Charles & Ziegelmeyer, Anthony, 2012. "Information aggregation and belief elicitation in experimental parimutuel betting markets," Journal of Economic Behavior & Organization, Elsevier, vol. 83(2), pages 195-208.
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Citations

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Cited by:
  1. Camera, Gabriele & Casari, Marco & Bortolotti, Stefania, 2014. "An experiment on retail payments systems," SAFE Working Paper Series 49, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  2. Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Choo, Lawrence C.Y, 2014. "Trading Participation Rights to the Red Hat Puzzle. Will Markets allocate the rights for performing decision tasks to the more abled players?," MPRA Paper 55569, University Library of Munich, Germany.

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