EXPERIMENTAL RESEARCH ON ASSET PRICING

Journal of Economic Surveys - Tập 27 Số 3 - Trang 554-569 - 2013
Charles Noussair1, Steven Tucker2
1Tilburg University,
2The University of Waikato

Tóm tắt

AbstractThis paper discusses some of the literature on asset market behavior. We do not intend this paper to be an exhaustive survey, but rather a review of some of the more influential results and to illustrate to the nonspecialist reader the diversity of topics that have been pursued.

Từ khóa


Tài liệu tham khảo

Andrade E. Lin S. andOdean T.(2012)Bubbling with excitement: an experiment. Working Paper University of California‐Berkeley.

10.1016/0749-5978(88)90035-0

Anderson S., 1991, Research in Experimental Economics, 107

10.1016/S1386-4181(02)00042-3

10.1016/j.jebo.2007.09.010

10.1093/rfs/hhn045

10.1111/j.1467-937X.2005.00333.x

10.1016/S0304-405X(99)00056-2

10.1093/rfs/hhn102

10.1016/S0165-1889(01)00046-X

10.1023/B:EUFI.0000035190.24818.e5

10.1111/j.1468-0262.2007.00780.x

10.1093/rfs/hhp106

10.1086/296548

10.1093/rfs/13.2.385

10.1257/000282805775014443

10.1111/j.1540-6261.1987.tb04585.x

10.1111/j.1540-6261.1991.tb03752.x

10.1111/j.1468‐0297.2012.02557

10.1093/rof/rfn023

10.1111/joes.12015

10.1086/503662

10.1111/j.1540-6261.1990.tb03695.x

10.1257/000282805775014317

10.1111/j.1467-6419.1995.tb00122.x

10.2307/1884324

10.2307/2325486

10.1093/rfs/12.1.37

10.2307/2938206

10.2307/1912600

10.1111/j.1540-6261.1984.tb03887.x

10.1086/261233

10.1111/j.1911-3846.1999.tb00590.x

10.1016/0304-405X(85)90044-3

10.1111/1540-6261.00547

10.1016/j.jebo.2010.02.004

Hargreaves‐Heap S.andZizzo D.(2011)Emotions and chat in a financial markets experiment. Working Paper University of East Anglia.

10.1257/aer.97.5.1901

10.1111/j.1540-6261.2006.00868.x

Haruvy E. Noussair C.N. andPowell O.(2012)The impact of asset repurchases and issues in an experimental market. Working Paper Tilburg University.

10.1016/j.jebo.2005.05.012

Hurley W., 1995, A note on the Hayek hypothesis and the favorite‐longshot bias in parimutuel betting, The American Economic Review, 85, 949

10.2307/1914185

10.1207/s15427579jpfm0602_4

10.1016/j.jebo.2011.06.001

10.1016/j.jebo.2012.02.017

10.1007/BF01669273

10.2307/1913210

Lahav Y.andMeer S.(2010)The effect of induced mood on prices in asset prices: experimental evidence. Working Paper Ben Gurion University of the Negev.

10.1111/j.1540-6261.1997.tb04818.x

10.1111/j.1468-0106.2006.00308.x

10.1111/joes.12023

10.1016/0167-2681(94)00076-Q

10.1086/261084

10.2307/1911360

10.1007/s00199-002-0306-7

10.2307/2998573

Roust K.andPlott C.R.(2005)The design and testing of information aggregation mechanisms: a two‐stage pari‐mutuel IAM. Working Paper California Institute of Technology.

Schnitzlein C., 1996, Call and continuous trading mechanisms under asymmetric information: an experimental investigation, Journal of Finance, 2, 613, 10.1111/j.1540-6261.1996.tb02696.x

10.1093/rfs/15.4.1077

10.1111/j.1540-6261.1985.tb05002.x

10.1086/258609

Smith V., 1982, Microeconomic systems as an experimental science, American Economic Review, 72, 923

10.2307/1911361

Sunder S., 1995, The Handbook of Experimental Economics

10.1016/S1386-4181(00)00010-0

10.1016/S0167-2681(97)00089-9