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Citations for "Experimental Asset Markets: A Survey"

by Sunder, S.

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  1. Wit, Jorgen, 1999. "Social Learning in a Common Interest Voting Game," Games and Economic Behavior, Elsevier, vol. 26(1), pages 131-156, January.
  2. Sheryl B. Ball & Charles A. Holt, 1998. "Classroom Games: Speculation and Bubbles in an Asset Market," Journal of Economic Perspectives, American Economic Association, vol. 12(1), pages 207-218, Winter.
  3. Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, EconWPA.
  4. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
  5. Jason Childs & Stuart Mestelman, 2006. "Rate-of-return Parity in Experimental Asset Markets," Review of International Economics, Wiley Blackwell, vol. 14(3), pages 331-347, 08.
  6. Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
  7. Pamela Schmitt & Robert Shupp & Kurtis Swope & John Cadigan, 2004. "Multi-period rent-seeking contests with carryover: Theory and experimental evidence," Economics of Governance, Springer, vol. 5(3), pages 187-211, November.
  8. Palan, Stefan, 2010. "Digital options and efficiency in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 506-522, September.
  9. C. H. Hommes, 2001. "Financial markets as nonlinear adaptive evolutionary systems," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 149-167.
  10. Erich Kirchler & Boris Maciejovsky & Martin Weber, 2010. "Framing Effects, Selective Information and Market Behavior: An Experimental Analysis," Chapters, in: Handbook of Behavioral Finance, chapter 1 Edward Elgar Publishing.
  11. Michael Hanke & J?rgen Huber & Michael Kirchler & Matthias Sutter, 2007. "The economic consequences of a Tobin tax - An experimental analysis," Working Papers 2007-18, Faculty of Economics and Statistics, University of Innsbruck.
  12. Cars Hommes, 2010. "The heterogeneous expectations hypothesis: some evidence from the lab," Post-Print hal-00753041, HAL.
  13. Charles Noussair & Stephane Robin & Bernard Ruffieux, 2001. "Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values," Experimental Economics, Springer, vol. 4(1), pages 87-105, June.
  14. Oehler, Andreas & Unser, Matthias, 1998. "Market Transparency and Call Markets," Discussion Papers 6, University of Bamberg, Chair of Finance.
  15. Huan Xie & Jipeng Zhang, 2012. "Bubbles and Experience: An Experiment with a Steady Inflow of New Traders," Working Papers 12001, Concordia University, Department of Economics.
  16. Johannes Leitner & Robert Schmidt, 2007. "Expectation formation in an experimental foreign exchange market," 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. 15(2), pages 167-184, June.
  17. Anderson, Christopher M. & Sutinen, Jon G., 2006. "The effect of initial lease periods on price discovery in laboratory tradable fishing allowance markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(2), pages 164-180, October.
  18. Cary Deck & David Porter & Vernon L. Smith, 2011. "Double Bubbles in Assets Markets with Multiple Generations," Working Papers 11-10, Chapman University, Economic Science Institute.
  19. Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental 0508004, EconWPA.
  20. Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
  21. Adam, Klaus, 2005. "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers 4885, C.E.P.R. Discussion Papers.
  22. 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.
  23. Shinichi Hirota & Shyam Sunder, 2005. "Price Bubbles sans Dividend Anchors: Evidence from Laboratory Stock Markets," ISER Discussion Paper 0634, Institute of Social and Economic Research, Osaka University.
  24. Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  25. Baldursson, Fridrik M. & Sturluson, Jon Thor, 2008. "Fees and the efficiency of tradable permit systems: an experimental approach," MPRA Paper 14182, University Library of Munich, Germany, revised Mar 2009.
  26. Albert Ballinger & Gerald P. Dwyer & Ann B. Gillette, 2004. "Trading institutions and price discovery: the cash and futures markets for crude oil," FRB Atlanta Working Paper 2004-28, Federal Reserve Bank of Atlanta.
  27. Le Coq, Chloe & Orzen, Henrik, 2006. "Do forward markets enhance competition?: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 61(3), pages 415-431, November.
  28. Caginalp, G. & Ilieva, V., 2008. "The dynamics of trader motivations in asset bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 641-656, June.
  29. Jason Childs, 2007. "Rate of Return Parity with Robot Asset Traders," Computational Economics, Society for Computational Economics, vol. 29(1), pages 1-12, February.
  30. Darren Duxbury, 2005. "Experimental evidence on trading behavior, market efficiency and price formation in double auctions with unknown trading duration," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(8), pages 475-497.
  31. Syngjoo Choi & Edoardo Gallo & Shachar Kariv, 2015. "Networks in the laboratory," Cambridge Working Papers in Economics 1551, Faculty of Economics, University of Cambridge.
  32. Tilman Slembeck, 2000. "Learning in Economics: Where Do We Stand?," Microeconomics 0004007, EconWPA.
  33. Dennis Dittrich & Boris Maciejovsky, . "Information Dissemination on Asset Markets with Endogenous and Exogenous Information: An Experimental Approacha," Papers on Strategic Interaction 2002-03, Max Planck Institute of Economics, Strategic Interaction Group.
  34. David V. Budescu & Boris Maciejovsky, 2004. "The Effect of Monetary Feedback and Information Spillovers on Cognitive Errors: Evidence from Competitive Markets," Papers on Strategic Interaction 2004-32, Max Planck Institute of Economics, Strategic Interaction Group.
  35. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
  36. Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  37. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March.
  38. Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999. "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers 99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  39. 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.
  40. Simone Alfarano & Iván Barreda-Tarrazona & Eva Camacho-Cuena, 2006. "On the role of heterogeneous and imperfect information in a laboratory financial market," 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. 14(4), pages 417-433, December.
  41. Hansen, Kristiana & Kaplan, Jonathan D. & Kroll, Stephan, 2008. "Valuing Options in Water Markets: A Laboratory Investigation," Working Papers 108722, Colorado State University, Department of Agricultural and Resource Economics.
  42. Jens Grossklags & Carsten Schmidt, 2002. "Artificial Software Agents on Thin Double Auction Markets - A Human Trader Experiment," Papers on Strategic Interaction 2002-45, Max Planck Institute of Economics, Strategic Interaction Group.
  43. Lamoureux, Christopher G. & Schnitzlein, Charles R., 2004. "Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition," Journal of Financial Markets, Elsevier, vol. 7(2), pages 117-143, February.
  44. Douglas M. Gale & Shachar Kariv, 2009. "Trading in Networks: A Normal Form Game Experiment," American Economic Journal: Microeconomics, American Economic Association, vol. 1(2), pages 114-32, August.
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