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Citations for "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values"

by Noussair, C. & Robin, S. & Ruffieux, B.

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  1. Michael Kirchler & Jurgen Huber & Thomas Stockl, 2012. "Thar She Bursts: Reducing Confusion Reduces Bubbles," American Economic Review, American Economic Association, vol. 102(2), pages 865-83, April.
  2. Cheung, Stephen L. & Palan, Stefan, 2009. "Two Heads Are Less Bubbly than One: Team Decision-Making in an Experimental Asset Market," IZA Discussion Papers 4507, Institute for the Study of Labor (IZA).
  3. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2012. "To See Is To Believe: Common Expectations In Experimental Asset Markets," Working Papers 2012-10, University of Sydney, School of Economics.
  4. Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  5. Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012. "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper 37321, University Library of Munich, Germany.
  6. 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.
  7. Palan, Stefan, 2010. "Digital options and efficiency in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 506-522, September.
  8. Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
  9. Nuriddin Ikromov & Abdullah Yavas, 2012. "Cash Flow Volatility, Prices and Price Volatility: An Experimental Study," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 203-229, January.
  10. Katerina Straznicka, 2012. "Temporal stability of risk preference measures," Working Papers halshs-00768437, HAL.
  11. 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.
  12. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007. "Asset bubbles without dividends : an experiment," Papers 07-01, Sonderforschungsbreich 504.
  13. André Orléan, 2004. "Les marchés financiers sont-ils rationnels ?," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 35-41.
  14. Cheung, Stephen L. & Coleman, Andrew, 2012. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," Working Papers 2012-13, University of Sydney, School of Economics.
  15. 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.
  16. John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, EconWPA, revised 17 Mar 2004.
  17. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
  18. Katerina Straznicka, 2012. "Temporal stability of risk preference measures," Working Papers 1236, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  19. Kirchler, Michael, 2009. "Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 491-506, February.
  20. Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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