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Dynamic Stock Markets with Multiple Assets: An Experimental Analysis

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Cited by:

  1. Antonio Merlo & Thomas R. Palfrey, 2018. "External validation of voter turnout models by concealed parameter recovery," Public Choice, Springer, vol. 176(1), pages 297-314, July.
  2. repec:pit:wpaper:236 is not listed on IDEAS
  3. Hong Qu, 2013. "How Do Market Prices and Cheap Talk Affect Coordination?," Journal of Accounting Research, Wiley Blackwell, vol. 51(5), pages 1221-1260, December.
  4. Paul J. Healy & Sera Linardi & J. Richard Lowery & John O. Ledyard, 2010. "Prediction Markets: Alternative Mechanisms for Complex Environments with Few Traders," Management Science, INFORMS, vol. 56(11), pages 1977-1996, November.
  5. Corgnet, Brice & DeSantis, Mark & Porter, David, 2020. "The distribution of information and the price efficiency of markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  6. Corgnet, Brice & DeSantis, Mark & Porter, David, 2021. "Information aggregation and the cognitive make-up of market participants," European Economic Review, Elsevier, vol. 133(C).
  7. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  8. Barreda Tarrazona, Iván J. & Grimalda, Gianluca & Morone, Andrea & Nuzzo, Simone & Teglio, Andrea, 2017. "Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets," Kiel Working Papers 2072, Kiel Institute for the World Economy (IfW).
  9. Weber, Martin & Camerer, Colin F., 1998. "The disposition effect in securities trading: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 167-184, January.
  10. 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.
  11. Kay-Yut Chen & Leslie R. Fine & Bernardo A. Huberman, 2003. "Predicting the Future," Information Systems Frontiers, Springer, vol. 5(1), pages 47-61, January.
  12. Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio, 1999. "Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders," Computing in Economics and Finance 1999 653, Society for Computational Economics.
  13. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March.
  14. Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2019. "Information aggregation in Arrow–Debreu markets: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 625-652, September.
  15. Coller, Maribeth & Tuttle, Brad, 2002. "The acquisition of price-relevant domain knowledge by a market," Journal of Economic Psychology, Elsevier, vol. 23(1), pages 77-101, February.
  16. Linardi, Sera, 2017. "Accounting for noise in the microfoundations of information aggregation," Games and Economic Behavior, Elsevier, vol. 101(C), pages 334-353.
  17. Libby, Robert & Bloomfield, Robert & Nelson, Mark W., 2002. "Experimental research in financial accounting," Accounting, Organizations and Society, Elsevier, vol. 27(8), pages 775-810, November.
  18. Olivier Brandouy & Pascal Barneto, 1999. "Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire," Revue Finance Contrôle Stratégie, revues.org, vol. 2(3), pages 87-113, September.
  19. Weber, Martin & Keppe, Hans-Jurgen & Meyer-Delius, Gabriela, 2000. "The impact of endowment framing on market prices -- an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 41(2), pages 159-176, February.
  20. Fehr, Ernst & Zehnder, Christian, 2009. "Reputation and Credit Market Formation: How Relational Incentives and Legal Contract Enforcement Interact," IZA Discussion Papers 4351, Institute of Labor Economics (IZA).
  21. Alex Richardson & Shirley Gregor & Richard Heaney, 2012. "Using decision support to manage the influence of cognitive abilities on share trading performance," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 523-541, December.
  22. Russell Calk & Paul Haensly & Mary Jo Billiot, 2007. "The Effect of Returns History on the Current Period Relation Between Returns and Unexpected Earnings," Accounting Research Journal, Emerald Group Publishing, vol. 20(1), pages 5-20, July.
  23. Chewning, Eugene Jr. & Coller, Maribeth & Tuttle, Brad, 2004. "Do market prices reveal the decision models of sophisticated investors?: Evidence from the laboratory," Accounting, Organizations and Society, Elsevier, vol. 29(8), pages 739-758, November.
  24. Peter, Bossaerts & Jason, Shachat & Kuangli, Xie, 2018. "Arbitrage Opportunities: Anatomy and Remediation," MPRA Paper 87273, University Library of Munich, Germany.
  25. Choo, Lawrence, 2016. "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper 73408, University Library of Munich, Germany.
  26. Kay-Yut Chen & Leslie R. Fine & Bernardo A. Huberman, 2004. "Eliminating Public Knowledge Biases in Information-Aggregation Mechanisms," Management Science, INFORMS, vol. 50(7), pages 983-994, July.
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