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Citations for "Traders' Expectations in Asset Markets: Experimental Evidence"

by Ernan Haruvy & Yaron Lahav & Charles N. Noussair

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  1. Steffen Andersen & John Fountain & Glenn Harrison & E. Rutström, 2014. "Estimating subjective probabilities," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 207-229, June.
  2. Andreas Fuster & Benjamin Hebert & David Laibson, 2012. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1-48.
  3. Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva & Gallegati, Mauro, 2016. "Long-run expectations in a Learning-to-Forecast Experiment," MPRA Paper 75621, University Library of Munich, Germany.
  4. Hirshleifer, David & Li, Jun & Yu, Jianfeng, 2015. "Asset pricing in production economies with extrapolative expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 87-106.
  5. Huan Xie & Jipeng Zhang, 2016. "Bubbles and experience: An experiment with a steady inflow of new traders," Southern Economic Journal, Southern Economic Association, vol. 82(4), pages 1349-1373, April.
  6. Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014. "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 781-797.
  7. Stephen Cheung & Stefan Palan, 2012. "Two heads are less bubbly than one: team decision-making in an experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 15(3), pages 373-397, September.
  8. Ernan Haruvy & Charles N. Noussair & Owen Powell, 2014. "The Impact of Asset Repurchases and Issues in an Experimental Market," Review of Finance, European Finance Association, vol. 18(2), pages 681-713.
  9. Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, University of Innsbruck.
  10. Richard A. Epstein, 2011. "Inside the Coasean Firm: Why Variations in Competence and Taste Matter," Journal of Law and Economics, University of Chicago Press, vol. 54(S4), pages 41-62.
  11. Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
  12. Taylor Jaworski & Erik O. Kimbrough, 2016. "Bubbles, Crashes, And Endogenous Uncertainty In Linked Asset And Product Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 155-176, 02.
  13. Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
  14. Andrea Morone & Simone Nuzzo, 2016. "Asset markets in the lab: A literature review," Working Papers 2016/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  15. Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
  16. Sonnemans, Joep & Tuinstra, Jan, 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
  17. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010. "A Behavioral Model of Bubbles and Crashes," MPRA Paper 20352, University Library of Munich, Germany.
  18. Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.
  19. Kimmich, Christian & Fischbacher, Urs, 2016. "Behavioral determinants of supply chain integration and coexistence," Journal of Forest Economics, Elsevier, vol. 25(C), pages 55-77.
  20. Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2015. "Multi-period experimental asset markets with distinct fundamental value regimes," Experimental Economics, Springer;Economic Science Association, vol. 18(2), pages 314-334, June.
  21. Morone, Andrea & Nuzzo, Simone, 2015. "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper 67448, University Library of Munich, Germany.
  22. Anthony Newell & Lionel Page, 2017. "Countercyclical risk aversion and self-reinforcing feedback loops in experimental asset markets," QuBE Working Papers 050, QUT Business School.
  23. Breaban, A.G., 2014. "Behavior and asset markets : Individual decisions, emotions and fundamental value trajectories," Other publications TiSEM a20e6a40-f15e-4331-83cb-c, Tilburg University, School of Economics and Management.
  24. Matthias Sutter & Jürgen Huber & Michael Kirchler, 2012. "Bubbles and Information: An Experiment," Management Science, INFORMS, vol. 58(2), pages 384-393, February.
  25. Michael Kirchler & Jurgen Huber & Thomas Stockl, 2012. "Thar She Bursts: Reducing Confusion Reduces Bubbles," American Economic Review, American Economic Association, vol. 102(2), pages 865-883, April.
  26. Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Tinbergen Institute Discussion Papers 16-059/I, Tinbergen Institute.
  27. Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
  28. Michailova, Julija, 2010. "Overconfidence and bubbles in experimental asset markets," MPRA Paper 26388, University Library of Munich, Germany.
  29. Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015. "Do investors trade too much? A laboratory experiment," Papers 1512.03743, arXiv.org.
  30. Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2015. "Cognitive bubbles," Economics Working Papers 1464, Department of Economics and Business, Universitat Pompeu Fabra.
    • Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2015. "Cognitive Bubbles," SFB 649 Discussion Papers SFB649DP2015-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2015. "Cognitive Bubbles," Working Papers 2015006, Berlin Doctoral Program in Economics and Management Science (BDPEMS).
  31. Andy Fodor & Michael DiFilippo & Kevin Krieger & Justin Davis, 2013. "Inefficient pricing from holdover bias in NFL point spread markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(17), pages 1407-1418, September.
  32. Qingwei Wang, 2010. "Sentiment, Convergence of Opinion, and Market Crash," Working Papers 10012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  33. Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015. "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, vol. 77(C), pages 1-19.
  34. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-2753, October.
  35. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007. "Asset bubbles without dividends : an experiment," Papers 07-01, Sonderforschungsbreich 504.
  36. Adriana Breaban & Charles N. Noussair, 2013. "Emotional State and Market Behavior," Working Papers 2013/08, Economics Department, Universitat Jaume I, Castellón (Spain).
  37. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014. "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, vol. 66(C), pages 84-96.
  38. Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания
    [A Critical Review of Major Approaches for Modeling Economic Expectations]
    ," MPRA Paper 68797, University Library of Munich, Germany.
  39. Markstädter, Andreas & Keser, Claudia, 2014. "Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100359, Verein für Socialpolitik / German Economic Association.
  40. Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2016. "Price Dynamics and Consumption Smoothing in Experimental Asset Markets," MPRA Paper 71631, University Library of Munich, Germany.
  41. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  42. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, Elsevier.
  43. Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014. "The “Inflow-Effect” – Trader Inflow and Bubble Formation in Asset Markets," Working Papers 2014-22, Faculty of Economics and Statistics, University of Innsbruck.
  44. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
  45. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2011. "On the ingredients for bubble formation: Informed traders and communication," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1831-1851.
  46. Hommes, Cars, 2011. "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
  47. Jonathan E. Alevy & Michael K. Price, 2017. "Advice in the marketplace: a laboratory study," Experimental Economics, Springer;Economic Science Association, vol. 20(1), pages 156-180, March.
  48. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," PSE Working Papers halshs-00586045, HAL.
  49. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
  50. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2017. "The limits of guilt," Working Papers 2017-06, Faculty of Economics and Statistics, University of Innsbruck.
  51. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market," AMSE Working Papers 1340, Aix-Marseille School of Economics, Marseille, France, revised 08 Aug 2013.
  52. Shachat, Jason & Wang, Hang, 2014. "Are You Experienced?," MPRA Paper 57672, University Library of Munich, Germany.
  53. Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2009. "An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism," Working Papers in Economics 09/19, University of Canterbury, Department of Economics and Finance.
  54. Marina Fiedler, 2011. "Symposium: Experience and Confidence in an Internet-Based Asset Market Experiment," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 30-52, July.
  55. Michael J. Seiler, 2011. "Perceived Versus Actual Susceptibility to Normative Influence in the Presence of Defaulting Landlords," Review of Behavioral Finance, Emerald Group Publishing, vol. 3(2), pages 55-77, September.
  56. Pfajfar, Damjan & Žakelj, Blaž, 2014. "Experimental evidence on inflation expectation formation," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 147-168.
  57. Kristopher S. Gerardi & Christopher L. Foote & Paul S. Willen, 2010. "Reasonable people did disagree : optimism and pessimism about the U.S. housing market before the crash," Public Policy Discussion Paper 10-5, Federal Reserve Bank of Boston.
  58. Hoffmann, Timo, 2014. "The Effect of Belief Elicitation Game Play," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100483, Verein für Socialpolitik / German Economic Association.
  59. Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2015. "The "tone effect" of news on investor beliefs: An experimental approach," CFS Working Paper Series 522, Center for Financial Studies (CFS).
  60. Yuxin Chen & Tony Haitao Cui, 2013. "The Benefit of Uniform Price for Branded Variants," Marketing Science, INFORMS, vol. 32(1), pages 36-50, March.
  61. Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
  62. Afik, Zvika & Lahav, Yaron, 2015. "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 73-80.
  63. Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  64. Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2017. "Diversity in Cognitive Ability Enlarges Mispricing in Experimental Asset Markets," GREDEG Working Papers 2017-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  65. Claudia Keser & Andreas Markstädter, 2014. "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers 2014s-30, CIRANO.
  66. Hurst, Gareth & Docherty, Paul, 2015. "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 471-484.
  67. Claudia Neri, 2015. "Eliciting beliefs in continuous-choice games: a double auction experiment," Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 569-608, December.
  68. Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," Center for European, Governance and Economic Development Research Discussion Papers 207 [rev.], University of Goettingen, Department of Economics.
  69. Dick, Christian D. & Menkhoff, Lukas, 2013. "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1362-1383.
  70. Koessler, Frédéric & Noussair, Charles & Ziegelmeyer, Anthony, 2012. "Information aggregation and belief elicitation in experimental parimutuel betting markets," Journal of Economic Behavior & Organization, Elsevier, vol. 83(2), pages 195-208.
  71. Manfred Gartner, 2010. "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
  72. Jaspersen, Johannes G., 2013. "An incentive compatible scoring rule for ordinal judgments of expected utility maximizers," Economics Letters, Elsevier, vol. 120(2), pages 245-248.
  73. Peiran Jiao & Amos Nadler, 2016. "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Economics Series Working Papers 806, University of Oxford, Department of Economics.
  74. Charles N. Noussair & Gregers Richter & Jean-Robert Tyran, 2008. "Money Illusion and Nominal Inertia in Experimental Asset Markets," Discussion Papers 08-29, University of Copenhagen. Department of Economics.
  75. Volodymyr Lugovskyy & Daniela Puzzello, & Steven Tucker & Arlington Williams, 2012. "Can Concentration Control Policies Eliminate Bubbles?," Working Papers in Economics 12/13, University of Waikato, Department of Economics.
  76. Egan, Daniel & Merkle, Christoph & Weber, Martin, 2014. "Second-order beliefs and the individual investor," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 652-666.
  77. Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016. "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 394-411, June.
  78. Aldashev, Gani & Carletti, Timoteo & Righi, Simone, 2011. "Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 110-121.
  79. Fischbacher, Urs & Hens, Thorsten & Zeisberger, Stefan, 2013. "The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2104-2122.
  80. Fuster, Andreas & Hebert, Benjamin Michael & Laibson, David I., 2012. "Investment Dynamics with Natural Expectations," Scholarly Articles 10139283, Harvard University Department of Economics.
  81. Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," Center for European, Governance and Economic Development Research Discussion Papers 207, University of Goettingen, Department of Economics.
  82. Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
  83. repec:dau:papers:123456789/5361 is not listed on IDEAS
  84. Baghestanian, Sascha & Massenot, Baptiste, 2015. "Predictably irrational: Gambling for resurrection in experimental asset markets?," SAFE Working Paper Series 104, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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