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Natalia Shestakova

Personal Details

First Name:Natalia
Middle Name:
Last Name:Shestakova
Suffix:
RePEc Short-ID:psh409
http://home.cerge-ei.cz/shestakova
Room No. 221, Brünner Straße 72, A-1210 Vienna
+43-1-4277-37480

Affiliation

(in no particular order)

Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic
http://www.cerge-ei.cz/

(+420) 224 005 123
(+420) 224 005 333
P.O. Box 882, Politickych veznu 7, 111 21 Praha 1
RePEc:edi:eiacacz (more details at EDIRC)

Institut für Volkswirtschaftslehre (Department of Economics)
Fakultät für Wirtschaftswissenschaften (Faculty of Economics)
Universität Wien (University of Vienna)

Wien, Austria
http://econ.univie.ac.at/

[+43] 1-4277-37401
[+43] 1-4277-9374
Oskar-Morgenstern-Platz 1, A-1090 Vienna
RePEc:edi:wiwuwat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.
  2. Dmitry Gladyrev & Owen Powell & Natalia Shestakova, 2014. "The Effect of Financial Selection in Experimental Asset Markets," Vienna Economics Papers 1404, University of Vienna, Department of Economics.
  3. Natalia Shestakova, 2010. "Pricing Scheme Choice: How Process Affects Outcome," CERGE-EI Working Papers wp411, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  4. Natalia Shestakova, 2010. "Overcoming Consumer Biases in the Choice of Pricing Schemes: A Lab Experiment," CERGE-EI Working Papers wp418, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

Articles

  1. Powell, Owen & Shestakova, Natalia, 2016. "Experimental asset markets: A survey of recent developments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 12(C), pages 14-22.

Chapters

  1. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.),Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.

    Cited by:

    1. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.

  2. Dmitry Gladyrev & Owen Powell & Natalia Shestakova, 2014. "The Effect of Financial Selection in Experimental Asset Markets," Vienna Economics Papers 1404, University of Vienna, Department of Economics.

    Cited by:

    1. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.

Articles

  1. Powell, Owen & Shestakova, Natalia, 2016. "Experimental asset markets: A survey of recent developments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 12(C), pages 14-22.

    Cited by:

    1. Hubert J. Kiss & Laszlo A. Koczy & Agnes Pinter & Balazs R. Sziklai, 2019. "Does risk sorting explain bubbles?," CERS-IE WORKING PAPERS 1905, Institute of Economics, Centre for Economic and Regional Studies.
    2. Tomoe Hoshihata & Ryuichiro Ishikawa & Nobuyuki Hanaki & Eizo Akiyama, 2017. "Flat Bubbles in Long-Horizon Experiments: Results from two Market Conditions," GREDEG Working Papers 2017-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    3. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134, Cowles Foundation for Research in Economics, Yale University.
    4. Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
    5. Miklánek, Tomáš & Zajíček, Miroslav, 2020. "Personal traits and trading in an experimental asset market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 86(C).
    6. Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019. "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 206-213.
    7. Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments," GREDEG Working Papers 2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    8. Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2017. "Diversity in Cognitive Ability Enlarges Mispricing in Experimental Asset Markets," Working Papers halshs-01202088, HAL.
    9. Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2020. "Overweighting of public information in financial markets: A lesson from the lab," MPRA Paper 98472, University Library of Munich, Germany.
    10. João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017. "Do investors trade too much? A laboratory experiment," Post-Print hal-01244465, HAL.
    11. Bousselmi, Wael & Sentis, Patrick & Willinger, Marc, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 90-113.
    12. Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
    13. Adrian Penalver & Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki, 2020. "A quantitative easing experiment," ISER Discussion Paper 1094, Institute of Social and Economic Research, Osaka University.
    14. Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
    15. Adrian Penalver, Nobuyuki Hanaki, Eizo Akiyama, Yukihiko Funaki, Ryuichiro Ishikawa, 2018. "An Experimental Analysis Of The Effect Of Quantitative Easing," Working papers 684, Banque de France.
    16. Agliari, Anna & Naimzada, Ahmad & Pecora, Nicolò, 2018. "Boom-bust dynamics in a stock market participation model with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 458-468.
    17. Jordi Galí & Giovanni Giusti & Charles N. Noussair, 2020. "Monetary policy and asset price bubbles: a laboratory experiment," Economics Working Papers 1726, Department of Economics and Business, Universitat Pompeu Fabra.
    18. Aragón, Nicolás & Roulund, Rasmus Pank, 2020. "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 688-718.
    19. Ruiz-Buforn, Alba & Alfarano, Simone & Morone, Andrea, 2019. "Welfare effects of public information in a laboratory financial market," MPRA Paper 95424, University Library of Munich, Germany.
    20. Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
    21. Andrea Morone & Simone Nuzzo, 2019. "Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 317-344, June.
    22. Zonna, Davide, 2016. "Sprechi di cibo e tentativi di riduzione. Un caso sperimentale [Avoiding food waste. A field experiment]," MPRA Paper 76097, University Library of Munich, Germany.
    23. Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019. "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, vol. 114(C), pages 116-140.
    24. Andraszewicz, Sandra & Wu, Ke & Sornette, Didier, 2019. "Behavioural effects and market dynamics in field and laboratory experimental asset markets," Economics Discussion Papers 2019-33, Kiel Institute for the World Economy (IfW).
    25. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.

Chapters

  1. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.),Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.

    Cited by:

    1. Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments," GREDEG Working Papers 2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2016. "A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments," GREDEG Working Papers 2016-02, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EXP: Experimental Economics (4) 2010-08-14 2010-12-11 2014-09-05 2017-05-28
  2. NEP-CBE: Cognitive & Behavioural Economics (2) 2010-08-14 2010-12-11
  3. NEP-MKT: Marketing (2) 2010-08-14 2010-12-11
  4. NEP-FMK: Financial Markets (1) 2017-05-28
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2010-08-14

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