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, 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 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 Kimbrough, 2019. "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers halshs-02146611, HAL.
References listed on IDEAS
- Lintner, John, 1969. "The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(4), pages 347-400, December.
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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, 2015. "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers 15-15, Chapman University, Economic Science Institute.
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Cited by:
- 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.
- Vorstaz, Marc & Lopes Moreira Da Veiga, María Helena & Peeters, Ronald, 2020. "Contagion in sequential financial markets: an experimental analysis," DES - Working Papers. Statistics and Econometrics. WS 31230, Universidad Carlos III de Madrid. Departamento de Estadística.
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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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