Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets
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DOI: 10.1016/j.jebo.2018.04.012
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Cited by:
- John Duffy & Jean Paul Rabanal & Olga A. Rud, 2022.
"Market experiments with multiple assets: A survey,"
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Edward Elgar Publishing.
- Duffy, John & Rabanal, Jean Paul & Rud, Olga, 2021. "Market Experiments with Multiple Assets: A survey," UiS Working Papers in Economics and Finance 2021/4, University of Stavanger.
- Sascha Füllbrunn & Tibor Neugebauer & Andreas Nicklisch, 2020.
"Underpricing of initial public offerings in experimental asset markets,"
Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1002-1029, December.
- Füllbrunn, Sascha & Neugebauer, Tibor & Nicklisch, Andreas, 2014. "Underpricing of Initial Public Offerings in Experimental Asset Markets," WiSo-HH Working Paper Series 19, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Lunawat, Radhika, 2021. "Learning from trading activity in laboratory security markets with higher-order uncertainty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
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More about this item
Keywords
Call market experiment; Market dynamics; Excess bids; Bounded rationality; Adaptation; Style-investing; Learning direction theory;All these keywords.
JEL classification:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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