Experimental asset markets: A survey of recent developments
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Abstract
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DOI: 10.1016/j.jbef.2016.08.003
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Citations
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Cited by:
- Aragón, Nicolás & Roulund, Rasmus Pank, 2020. "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 688-718.
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"Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments,"
GREDEG Working Papers
2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of eliciting long-run price forecasts on market dynamics in asset market experiments," Working Papers halshs-01263661, HAL.
- da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017.
"Do investors trade too much? A laboratory experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
- Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015. "Do investors trade too much? A laboratory experiment," Papers 1512.03743, arXiv.org.
- João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017. "Do investors trade too much? A laboratory experiment," Post-Print hal-01244465, HAL.
- Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018.
"Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Post-Print hal-01712305, HAL.
- Hubert J. Kiss & Laszlo A. Koczy & Agnes Pinter & Balazs R. Sziklai, 2019. "Does risk sorting explain bubbles?," CERS-IE WORKING PAPERS 1905, Institute of Economics, Centre for Economic and Regional Studies.
- Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2017.
"Diversity in Cognitive Ability Enlarges Mispricing in Experimental Asset Markets,"
Working Papers
halshs-01202088, HAL.
- Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2017. "Diversity in Cognitive Ability Enlarges Mispricing in Experimental Asset Markets," GREDEG Working Papers 2017-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Tomoe Hoshihata & Ryuichiro Ishikawa & Nobuyuki Hanaki & Eizo Akiyama, 2017. "Flat Bubbles in Long-Horizon Experiments: Results from two Market Conditions," GREDEG Working Papers 2017-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Andrea Morone & Simone Nuzzo, 2019. "Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 317-344, June.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018.
"Speculation and Price Indeterminacy in Financial Markets: An Experimental Study,"
Cowles Foundation Discussion Papers
2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134, Cowles Foundation for Research in Economics, Yale University.
- Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen, 2020.
"On booms that never bust: Ambiguity in experimental asset markets with bubbles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 1825, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 18-15, Chapman University, Economic Science Institute.
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2020. "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Post-Print halshs-03031385, HAL.
- Morone, Andrea & Nuzzo, Simone, 2016.
"Do Markets (Institutions) Drive Out Lemmings or Vice Versa?,"
EconStor Preprints
146917, ZBW - Leibniz Information Centre for Economics.
- Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
- Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
- Miklánek, Tomáš & Zajíček, Miroslav, 2020.
"Personal traits and trading in an experimental asset market,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 86(C).
- Tomas Miklanek & Miroslav Zajicek, 2020. "Personal Traits and Trading in an Experimental Asset Market," CERGE-EI Working Papers wp654, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Zonna, Davide, 2016. "Sprechi di cibo e tentativi di riduzione. Un caso sperimentale [Avoiding food waste. A field experiment]," MPRA Paper 76097, University Library of Munich, Germany.
- Jordi Galí & Giovanni Giusti & Charles N. Noussair, 2020.
"Monetary policy and asset price bubbles: a laboratory experiment,"
Economics Working Papers
1726, Department of Economics and Business, Universitat Pompeu Fabra.
- Jordi Galí & Giovanni Giusti, 2020. "Monetary Policy and Asset Price Bubbles: A Laboratory Experiment," Working Papers 1184, Barcelona Graduate School of Economics.
- Ruiz-Buforn, Alba & Alfarano, Simone & Morone, Andrea, 2019. "Welfare effects of public information in a laboratory financial market," MPRA Paper 95424, University Library of Munich, Germany.
- Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019. "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 206-213.
- Adrian Penalver, Nobuyuki Hanaki, Eizo Akiyama, Yukihiko Funaki, Ryuichiro Ishikawa, 2018. "An Experimental Analysis Of The Effect Of Quantitative Easing," Working papers 684, Banque de France.
- Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2020. "Overweighting of public information in financial markets: A lesson from the lab," MPRA Paper 98472, University Library of Munich, Germany.
- Penalver, Adrian & Hanaki, Nobuyuki & Akiyama, Eizo & Funaki, Yukihiko & Ishikawa, Ryuichiro, 2020.
"A quantitative easing experiment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- A. Penalver & N. Hanaki & E. Akiyama & Y. Funaki & R. Ishikawa, 2017. "A Quantitative Easing Experiment," Working papers 651, Banque de France.
- Adrian Penalver & Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki, 2020. "A quantitative easing experiment," ISER Discussion Paper 1094, Institute of Social and Economic Research, Osaka University.
- Adrian Penalver & Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2018. "A Quantitative Easing Experiment," GREDEG Working Papers 2018-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019. "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, vol. 114(C), pages 116-140.
- Agliari, Anna & Naimzada, Ahmad & Pecora, Nicolò, 2018. "Boom-bust dynamics in a stock market participation model with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 458-468.
- Bousselmi, Wael & Sentis, Patrick & Willinger, Marc, 2019.
"How do markets react to (un)expected fundamental value shocks? An experimental analysis,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 90-113.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Post-Print hal-02142601, HAL.
- Andraszewicz, Sandra & Wu, Ke & Sornette, Didier, 2019. "Behavioural effects and market dynamics in field and laboratory experimental asset markets," Economics Discussion Papers 2019-33, Kiel Institute for the World Economy (IfW).
More about this item
Keywords
Asset markets; Survey; Experimental finance;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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