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A Pilot Study Using an Online, Experimental, Two-Asset Market

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  • Gregory Lypny

Abstract

The author uses an online securities market to engage students in their exploration of asset pricing in microeconomics courses.

Suggested Citation

  • Gregory Lypny, 2003. "A Pilot Study Using an Online, Experimental, Two-Asset Market," The Journal of Economic Education, Taylor & Francis Journals, vol. 34(3), pages 204-213, January.
    • Handle: RePEc:taf:jeduce:v:34:y:2003:i:3:p:204-213
    DOI: 10.1080/00220480309595215
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    References listed on IDEAS

    as
    1. Uri Gneezy & Aldo Rustichini, 2000. "Pay Enough or Don't Pay at All," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(3), pages 791-810.
    2. Dhananjay K. Gode & Shyam Sunder, 1997. "What Makes Markets Allocationally Efficient?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(2), pages 603-630.
    3. Smith, Vernon L & Suchanek, Gerry L & Williams, Arlington W, 1988. "Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets," Econometrica, Econometric Society, vol. 56(5), pages 1119-1151, September.
    4. David Porter & Vernon Smith, 1994. "Stock market bubbles in the laboratory," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(2), pages 111-128.
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    Cited by:

    1. Paul Johnson, 2018. "Exchange Rates: An Asynchronous Classroom Experiment," Journal of Economics Teaching, Journal of Economics Teaching, vol. 3(2), pages 206-217, December.

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