IDEAS home Printed from https://ideas.repec.org/a/kap/expeco/v18y2015i4p756-759.html
   My bibliography  Save this article

Erratum to: Multi-period experimental asset markets with distinct fundamental value regimes

Author

Listed:
  • Thomas Stöckl
  • Jürgen Huber
  • Michael Kirchler

Abstract

No abstract is available for this item.

Suggested Citation

  • Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2015. "Erratum to: Multi-period experimental asset markets with distinct fundamental value regimes," Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 756-759, December.
    • Handle: RePEc:kap:expeco:v:18:y:2015:i:4:p:756-759
    DOI: 10.1007/s10683-015-9441-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10683-015-9441-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10683-015-9441-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/10, Department of Economics and Management.
    2. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
    3. J{o}rgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Papers 2005.02337, arXiv.org.
    4. Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen, 2020. "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
    5. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
    6. Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
    7. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
    8. Huber, Christoph & Huber, Jürgen, 2020. "Bad bankers no more? Truth-telling and (dis)honesty in the finance industry," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 472-493.
    9. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "The effect of price magnitude on analysts' forecasts: evidence from the lab," Working Papers hal-01954919, HAL.
    10. Zhengyang Bao & Andreas Leibbrandt & ple391, 2019. "Thar she resurges: The case of assets that lack positive fundamental value," Monash Economics Working Papers 12-19, Monash University, Department of Economics.
    11. Penalver, Adrian & Hanaki, Nobuyuki & Akiyama, Eizo & Funaki, Yukihiko & Ishikawa, Ryuichiro, 2020. "A quantitative easing experiment," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    12. Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
    13. Jørgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Post-Print hal-02435934, HAL.
    14. Long Miao & Yue Zhuo & Haojun Wang & Bei Lyu, 2022. "Non-Financial Enterprise Financialization, Product Market Competition, and Total Factor Productivity of Enterprises," SAGE Open, , vol. 12(2), pages 21582440221, May.
    15. da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
    16. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2020. "Incentives For Dishonesty: An Experimental Study With Internal Auditors," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 764-779, April.
    17. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," CEE-M Working Papers hal-01954921, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
    18. Holt, Charles A. & Porzio, Megan & Song, Michelle Yingze, 2017. "Price bubbles, gender, and expectations in experimental asset markets," European Economic Review, Elsevier, vol. 100(C), pages 72-94.
    19. Gaffeo, Edoardo & Molinari, Massimo, 2017. "Taxing financial transactions in fundamentally heterogeneous markets," Economic Modelling, Elsevier, vol. 64(C), pages 322-333.
    20. Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan & Wang, Yan, 2022. "The Bright Side of Dark Markets: Experiments," MPRA Paper 111803, University Library of Munich, Germany.
    21. Griffin, John, 2017. "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 21-27.
    22. Jørgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02435934, HAL.
    23. Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016. "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 394-411, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:expeco:v:18:y:2015:i:4:p:756-759. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.