Experimental asset markets with endogenous choice of costly asymmetric information
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- Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
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- Thomas Stoeckl, 2013. "Price efficiency and trading behavior in limit order markets with competing insiders," Working Papers 2013-11, Faculty of Economics and Statistics, University of Innsbruck.
- Stefan Palan & Thomas Stöckl, 2014. "When chasing the offender hurts the victim: Collateral damage from insider legislation," Working Paper Series, Social and Economic Sciences 2014-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Thomas Stöckl, 2014. "Price efficiency and trading behavior in limit order markets with competing insiders," Experimental Economics, Springer;Economic Science Association, vol. 17(2), pages 314-334, June.
- Thomas Stöckl & Stefan Palan, 2018. "Catch me if you can. Can human observers identify insiders in asset markets?," Working Paper Series, Social and Economic Sciences 2018-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Lionel Page & Christoph Siemroth, 2018. "How much information is incorporated in financial asset prices? Experimental Evidence," QuBE Working Papers 054, QUT Business School.
- Page, Lionel & Siemroth, Christoph, 2017. "An experimental analysis of information acquisition in prediction markets," Games and Economic Behavior, Elsevier, vol. 101(C), pages 354-378.
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More about this item
KeywordsInformation costs; Asset markets; Experiment; Value of information; Asymmetric information; C91; D82; G1;
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G1 - Financial Economics - - General Financial Markets
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