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Expectation formation in an experimental foreign exchange market

  • Johannes Leitner

    ()

  • Robert Schmidt

    ()

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    File URL: http://hdl.handle.net/10.1007/s10100-007-0024-0
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    Article provided by Springer in its journal Central European Journal of Operations Research.

    Volume (Year): 15 (2007)
    Issue (Month): 2 (June)
    Pages: 167-184

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    Handle: RePEc:spr:cejnor:v:15:y:2007:i:2:p:167-184
    Contact details of provider: Web page: http://www.springer.com/business/operations+research/journal/10100

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    1. Dwyer, Gerald P, Jr, et al, 1993. "Tests of Rational Expectations in a Stark Setting," Economic Journal, Royal Economic Society, vol. 103(418), pages 586-601, May.
    2. Hey, John D., 1994. "Expectations formation: Rational or adaptive or ...?," Journal of Economic Behavior & Organization, Elsevier, vol. 25(3), pages 329-349, December.
    3. Arrow, Kenneth J, 1986. "Rationality of Self and Others in an Economic System," The Journal of Business, University of Chicago Press, vol. 59(4), pages S385-99, October.
    4. Andrew W. Lo, A. Craig MacKinlay, 1988. "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
    5. Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series 251, CESifo Group Munich.
    6. R. Mark Isaac & Duncan James, 2000. "Asset Markets: How They Are Affected by Tournament Incentives for Individuals," American Economic Review, American Economic Association, vol. 90(4), pages 995-1004, September.
    7. Shleifer, Andrei, 2000. "Inefficient Markets: An Introduction to Behavioral Finance," OUP Catalogue, Oxford University Press, number 9780198292272, March.
    8. Noussair, C. & Plott, C.R. & Riezman, R., 1994. "The Principales of Exchange Rate Determination in an international Finance Experiment," Papers 94-021, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
    9. Akerlof, George A., 2001. "Behavioral Macroeconomics and Macroeconomic Behavior," Nobel Prize in Economics documents 2001-4, Nobel Prize Committee.
    10. H. Peyton Young, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-122, Spring.
    11. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
    12. Becker, Otwin & Leitner, Johannes & Leopold-Wildburger, Ulrike, 2007. "Heuristic modeling of expectation formation in a complex experimental information environment," European Journal of Operational Research, Elsevier, vol. 176(2), pages 975-985, January.
    13. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
    14. Beckman, Steven R. & Downs, David, 1997. "Forecasters as imperfect information processors: Experimental and survey evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 89-100, January.
    15. Sunder, S., 1992. "Experimental Asset Markets: A Survey," GSIA Working Papers 1992-19, Carnegie Mellon University, Tepper School of Business.
    16. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2004. "Forming price expectations in positive and negative feedback systems," CeNDEF Working Papers 04-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    17. repec:ner:tilbur:urn:nbn:nl:ui:12-381116 is not listed on IDEAS
    18. Lawson, Tony, 1985. "Uncertainty and Economic Analysis," Economic Journal, Royal Economic Society, vol. 95(380), pages 909-27, December.
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