Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets
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- Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2019. "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers 1920, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2020. "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers 20-03, Chapman University, Economic Science Institute.
- Brice Corgnet & Cary Deck & Mark Desantis & Kyle Hampton & Erik O Kimbrough, 2019. "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers halshs-02146611, HAL.
References listed on IDEAS
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"Information (non)aggregation in markets with costly signal acquisition,"
Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 286-320.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers 1735, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2018. "Information (non)aggregation in markets with costly signal acquisition," Post-Print hal-02312202, HAL.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2018. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Post-Print halshs-01937794, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers 17-24, Chapman University, Economic Science Institute.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers halshs-01686493, HAL.
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- Brice Corgnet & Mark DeSantis & David Porter, 2020. "Information Aggregation and the Cognitive Make-up of Traders," Working Papers 20-18, Chapman University, Economic Science Institute.
- Bossaerts, Frederik & Yadav, Nitin & Bossaerts, Peter & Nash, Chad & Todd, Torquil & Rudolf, Torsten & Hutchins, Rowena & Ponsonby, Anne-Louise & Mattingly, Karl, 2024. "Price formation in field prediction markets: The wisdom in the crowd," Journal of Financial Markets, Elsevier, vol. 68(C).
- Corgnet, Brice & DeSantis, Mark & Porter, David, 2021.
"Information aggregation and the cognitive make-up of market participants,"
European Economic Review, Elsevier, vol. 133(C).
- Brice Corgnet & Mark Desantis & David Porter, 2021. "Information Aggregation and the Cognitive Make-up of Market Participants," Post-Print hal-03188235, HAL.
- Andrea Albertazzi & Friederike Mengel & Ronald Peeters, 2021. "Benchmarking information aggregation in experimental markets," Economic Inquiry, Western Economic Association International, vol. 59(4), pages 1500-1516, October.
- Frederik Bossaerts & Nitin Yadav & Peter Bossaerts & Chad Nash & Torquil Todd & Torsten Rudolf & Rowena Hutchins & Anne-Louise Ponsonby & Karl Mattingly, 2022. "Price Formation in Field Prediction Markets: the Wisdom in the Crowd," Papers 2209.08778, arXiv.org.
- Arturo Macias, 2022. "Capital structure irrelevance in the laboratory: an experiment with complete and asymmetric information," Experimental Economics, Springer;Economic Science Association, vol. 25(5), pages 1418-1440, November.
- Peeters, Ronald & Vorstaz, Marc, 2022. "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS 31230, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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More about this item
Keywords
Aggregation; Efficient Markets; Rational Expectations; Experiments; Replication;All these keywords.
JEL classification:
- C9 - Mathematical and Quantitative Methods - - Design of Experiments
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EXP-2019-05-27 (Experimental Economics)
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