Digital options and efficiency in experimental asset markets
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- Stefan Palan, 2010. "Digital Options and Efficiency in Experimental Asset Markets," Post-Print hal-00849410, HAL.
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Citations
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Cited by:
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021.
"Experience Does Not Eliminate Bubbles: Experimental Evidence,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2019.
"Credit Default Swap Regulation in Experimental Bond Markets,"
Working Papers on Finance
1905, University of St. Gallen, School of Finance.
- Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers 19-039/I, Tinbergen Institute.
- Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
- Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
- Schoenberg, Eric J. & Haruvy, Ernan, 2012. "Relative performance information in asset markets: An experimental approach," Journal of Economic Psychology, Elsevier, vol. 33(6), pages 1143-1155.
- Chmura, Thorsten & Le, Hang & Nguyen, Kim, 2022. "Herding with leading traders: Evidence from a laboratory social trading platform," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 93-106.
- John Duffy & Jean Paul Rabanal & Olga A. Rud, 2022.
"Market experiments with multiple assets: A survey,"
Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 18, pages 213-224,
Edward Elgar Publishing.
- Duffy, John & Rabanal, Jean Paul & Rud, Olga, 2021. "Market Experiments with Multiple Assets: A survey," UiS Working Papers in Economics and Finance 2021/4, University of Stavanger.
- Matthias Weber & John Duffy & Arthur Schram, 2018.
"An Experimental Study of Bond Market Pricing,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1857-1892, August.
- Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Tinbergen Institute Discussion Papers 16-059/I, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Working Papers 161701, University of California-Irvine, Department of Economics.
- Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
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- Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers vie1702, University of Vienna, Department of Economics.
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Keywords
Asset market Digital option Experimental economics Bubble Efficiency;Statistics
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