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Experimental Research On Asset Pricing

  • Charles N. Noussair
  • Steven Tucker

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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File URL: http://hdl.handle.net/10.1111/joes.2013.27.issue-3
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Article provided by Wiley Blackwell in its journal Journal of Economic Surveys.

Volume (Year): 27 (2013)
Issue (Month): 3 (07)
Pages: 554-569

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Handle: RePEc:bla:jecsur:v:27:y:2013:i:3:p:554-569
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  1. Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2003. "Evaluation periods and asset prices in a market experience," Other publications TiSEM 55910884-79d7-483c-abbb-1, Tilburg University, School of Economics and Management.
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