An experimental analysis of contagion in financial markets
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DOI: 10.1016/j.jedc.2024.105033
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- Lopes Moreira da Veiga, María Helena & Peeters, Ronald & Vorstaz, Marc, 2022. "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS 31230, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
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More about this item
Keywords
Experimental asset markets; Financial contagion; Information dissemination; Prior information equilibrium; Rational expectations equilibrium; Social learning;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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