Limited cognition and clustered asset prices: Evidence from betting markets
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- Alasdair Brown & Fuyu Yang, 2013. "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series 054, School of Economics, University of East Anglia, Norwich, UK..
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mills, Brian M. & Salaga, Steven, 2018. "A natural experiment for efficient markets: Information quality and influential agents," Journal of Financial Markets, Elsevier, vol. 40(C), pages 23-39.
- Urquhart, Andrew, 2017. "Price clustering in Bitcoin," Economics Letters, Elsevier, vol. 159(C), pages 145-148.
- Gao, Shenghao & Lu, Ruichang & Ni, Chenkai, 2019. "Institutional investors’ cognitive constraints during initial public offerings," Journal of Banking & Finance, Elsevier, vol. 108(C).
More about this item
KeywordsLimited cognition; Price clustering; Regression discontinuity; Difference-in-differences;
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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