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Experimental Research On Asset Pricing

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  • Charles N. Noussair
  • Steven Tucker

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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Suggested Citation

  • Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
    • Handle: RePEc:bla:jecsur:v:27:y:2013:i:3:p:554-569
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    File URL: http://hdl.handle.net/10.1111/joes.2013.27.issue-3
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    JEL classification:

    • C9 - Mathematical and Quantitative Methods - - Design of Experiments
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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