A Bayesian approach to experimental analysis: trading in a laboratory financial market
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DOI: 10.1007/s10058-012-0124-8
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- Avery, Christopher & Zemsky, Peter, 1998. "Multidimensional Uncertainty and Herd Behavior in Financial Markets," American Economic Review, American Economic Association, vol. 88(4), pages 724-748, September.
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- Nicolas Vallois & Dorian Jullien, 2018. "A History of Statistical Methods in Experimental Economics," Post-Print halshs-01651070, HAL.
- Rolando Gonzales & Gabriela Aguilera-Lizarazu & Andrea Rojas-Hosse & Patricia Aranda, 2016. "Preference for women but less preference for indigenous women: A lab-field experiment of loan discrimination in a developing economy," Working Papers PIERI 2016-24, PEP-PIERI.
- Rolando Gonzales Martínez & Gabriela Aguilera‐Lizarazu & Andrea Rojas‐Hosse & Patricia Aranda Blanco, 2020. "The interaction effect of gender and ethnicity in loan approval: A Bayesian estimation with data from a laboratory field experiment," Review of Development Economics, Wiley Blackwell, vol. 24(3), pages 726-749, August.
- Nicolas Vallois & Dorian Jullien, 2017. "Estimating Rationality in Economics: A History of Statistical Methods in Experimental Economics," Working Papers halshs-01651070, HAL.
- Nicolas Vallois & Dorian Jullien, 2017. "Estimating Rationality in Economics: A History of Statistical Methods in Experimental Economics," GREDEG Working Papers 2017-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Seuk Yen Phoong, 2013. "Rubber Price Effect on Exchange Rate: A Bayesian Mixture Model Approach," Information Management and Business Review, AMH International, vol. 5(6), pages 263-269.
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More about this item
Keywords
Experimental economics; Herd behavior; Contrarian behavior; Bayesian methods; C92; D8; G14;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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