Catch me if you can. Can human observers identify insiders in asset markets?
Download full text from publisher
References listed on IDEAS
- Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde & Jürgen Schupp & Gert G. Wagner, 2011.
"Individual Risk Attitudes: Measurement, Determinants, And Behavioral Consequences,"
Journal of the European Economic Association,
European Economic Association, vol. 9(3), pages 522-550, June.
- Dohmen Thomas & Falk Armin & Huffman David & Sunde Uwe & Schupp JÃ¼rgen & Wagner Gert, 2009. "Individual Risk Attitudes: Measurement, Determinants and Behavioral Consequences," ROA Research Memorandum 007, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe & Schupp, Jürgen & Wagner, Gert G., 2011. "Individual risk attitudes: Measurement, determinants, and behavioral consequences," Munich Reprints in Economics 20048, University of Munich, Department of Economics.
- Dohmen Thomas & Falk Armin & Huffman David & Sunde Uwe & Schupp JÃ¼rgen & Wagner Gert G., 2009. "Individual Risk Attitudes: Measurement, Determinants and Behavioral Consequences," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe & Schupp, Jürgen & Wagner, Gert G., 2009. "Individual risk attitudes: Measurement, determinants and behavioral consequences," Munich Reprints in Economics 20049, University of Munich, Department of Economics.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2015. "Do Prices Reveal the Presence of Informed Trading?," Journal of Finance, American Finance Association, vol. 70(4), pages 1555-1582, August.
- Plott, Charles R & Sunder, Shyam, 1988.
"Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets,"
Econometric Society, vol. 56(5), pages 1085-1118, September.
- Plott, Charles R. & Sunder, Shyam., "undated". "Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers 463, California Institute of Technology, Division of the Humanities and Social Sciences.
- Gode, Dhananjay K & Sunder, Shyam, 1993. "Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality," Journal of Political Economy, University of Chicago Press, vol. 101(1), pages 119-137, February.
- Jürgen Huber & Martin Angerer & Michael Kirchler, 2011. "Experimental asset markets with endogenous choice of costly asymmetric information," Experimental Economics, Springer;Economic Science Association, vol. 14(2), pages 223-240, May.
- Antoine J. Bruguier & Steven R. Quartz & Peter Bossaerts, 2010. "Exploring the Nature of "Trader Intuition"," Journal of Finance, American Finance Association, vol. 65(5), pages 1703-1723, October.
- Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.
- repec:eee:finmar:v:35:y:2017:i:c:p:104-129 is not listed on IDEAS
- Charles R. Schnitzlein, 2002. "Price Formation and Market Quality When the Number and Presence of Insiders Is Unknown," Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1077-1109.
- Nasser Arshadi, 1998. "Insider Trading Liability and Enforcement Strategy," Financial Management, Financial Management Association, vol. 27(2), Summer.
- Urs Fischbacher, 2007. "z-Tree: Zurich toolbox for ready-made economic experiments," Experimental Economics, Springer;Economic Science Association, vol. 10(2), pages 171-178, June.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-04-16 (All new papers)
- NEP-EXP-2018-04-16 (Experimental Economics)
- NEP-MST-2018-04-16 (Market Microstructure)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:grz:wpsses:2018-01. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Editorial team). General contact details of provider: http://edirc.repec.org/data/fwgraat.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.