Shengle Lin
Personal Details
First Name: | Shengle |
Middle Name: | |
Last Name: | Lin |
Suffix: | |
RePEc Short-ID: | pli763 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/shenglelin/ | |
College of Business, San Francisco State University 1600 Holloway Ave San Francisco, CA 94132 | |
Affiliation
Economic Science Institute (ESI)
Argyros School of Business and Economics
Chapman University
Orange, California (United States)http://www.chapman.edu/ESI/
RePEc:edi:esichus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Cary Deck & Shengle Lin & David Porter, 2010.
"Affecting Policy by Manipulating Prediction Markets: Experimental Evidence,"
Working Papers
10-15, Chapman University, Economic Science Institute.
- Deck, Cary & Lin, Shengle & Porter, David, 2013. "Affecting policy by manipulating prediction markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 48-62.
- Shengle Lin, 2010. "Gradual Information Diffusion and Asset Price Momentum," Working Papers 10-04, Chapman University, Economic Science Institute.
- John Dickhaut & Shengle Lin & David Porter & Vernon L. Smith, 2010. "Durability, Re-trading and Market Performance," Working Papers 10-01, Chapman University, Economic Science Institute.
- Shengle Lin & Stephen Rassenti, 2010. "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers 10-05, Chapman University, Economic Science Institute.
Articles
- Deck, Cary & Lin, Shengle & Porter, David, 2013.
"Affecting policy by manipulating prediction markets: Experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 48-62.
- Cary Deck & Shengle Lin & David Porter, 2010. "Affecting Policy by Manipulating Prediction Markets: Experimental Evidence," Working Papers 10-15, Chapman University, Economic Science Institute.
- Lin, Shengle & Rassenti, Stephen, 2012. "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 39-61.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Cary Deck & Shengle Lin & David Porter, 2010.
"Affecting Policy by Manipulating Prediction Markets: Experimental Evidence,"
Working Papers
10-15, Chapman University, Economic Science Institute.
- Deck, Cary & Lin, Shengle & Porter, David, 2013. "Affecting policy by manipulating prediction markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 48-62.
Cited by:
- Tai, Chung-Ching & Lin, Hung-Wen & Chie, Bin-Tzong & Tung, Chen-Yuan, 2019. "Predicting the failures of prediction markets: A procedure of decision making using classification models," International Journal of Forecasting, Elsevier, vol. 35(1), pages 297-312.
- Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2022.
"Manipulation and (Mis)trust in Prediction Markets,"
Management Science, INFORMS, vol. 68(9), pages 6716-6732, September.
- Choo, Lawrence & Kaplan, Todd R. & Zultan, Ro'i, 2019. "Manipulation and (mis)trust in prediction markets," FAU Discussion Papers in Economics 12/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2020. "Manipulation And (Mis)Trust In Prediction Markets," Working Papers 2012, Ben-Gurion University of the Negev, Department of Economics.
- Boulu-Reshef, Béatrice & Comeig, Irene & Donze, Robert & Weiss, Gregory D., 2016.
"Risk aversion in prediction markets: A framed-field experiment,"
Journal of Business Research, Elsevier, vol. 69(11), pages 5071-5075.
- Béatrice Boulu-Reshef & Irene Comeig & Robert Donze & Gregory Weiss, 2016. "Risk aversion in prediction markets: A framed-field experiment," Post-Print hal-03533155, HAL.
- Béatrice Boulu-Reshef & Irene Comeig & Robert Donze & Gregory D. Weiss, 2016. "Risk aversion in prediction markets: A framed-field experiment," Post-Print hal-01368197, HAL.
- Béatrice Boulu-Reshef & Irene Comeig & Robert Donze & Gregory D. Weiss, 2016. "Risk aversion in prediction markets: A framed-field experiment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01368197, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2020.
"Forecasting Skills in Experimental Markets: Illusion or Reality?,"
Working Papers
20-27, Chapman University, Economic Science Institute.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2022. "Forecasting Skills in Experimental Market : Illusion or Reality?," Post-Print hal-04325544, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2020. "Forecasting Skills in Experimental Markets: Illusion or Reality?," Working Papers 2020, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2022. "Forecasting Skills in Experimental Markets: Illusion or Reality?," Management Science, INFORMS, vol. 68(7), pages 5216-5232, July.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2020. "Forecasting Skills in Experimental Markets: Illusion or Reality?," Working Papers halshs-02893291, HAL.
- Ahrash Dianat & Christoph Siemroth, 2021. "Improving decisions with market information: an experiment on corporate prediction markets," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 143-176, March.
- Brice Corgnet & Cary Deck & Mark Desantis & Kyle Hampton & Erik O. Kimbrough, 2023.
"When Do Security Markets Aggregate Dispersed Information?,"
Post-Print
hal-04325683, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2023. "When Do Security Markets Aggregate Dispersed Information?," Management Science, INFORMS, vol. 69(6), pages 3697-3729, June.
- Dirk Bergemann & Marco Ottaviani, 2021.
"Information Markets and Nonmarkets,"
Cowles Foundation Discussion Papers
2296, Cowles Foundation for Research in Economics, Yale University.
- Bergemann, Dirk & Ottaviani, Marco, 2021. "Information Markets and Nonmarkets," CEPR Discussion Papers 16459, C.E.P.R. Discussion Papers.
- Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2020.
"Overweighting of public information in financial markets: A lesson from the lab,"
MPRA Paper
98472, University Library of Munich, Germany.
- Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2021. "Overweighting of public information in financial markets: A lesson from the lab," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Patrick Buckley & Fergal O’Brien, 0. "The effect of malicious manipulations on prediction market accuracy," Information Systems Frontiers, Springer, vol. 0, pages 1-13.
- Bregu, Klajdi, 2020. "Overconfidence and (Over)Trading: The Effect of Feedback on Trading Behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 88(C).
- Deck, Cary & Hao, Li & Porter, David, 2015.
"Do prediction markets aid defenders in a weak-link contest?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 248-258.
- Cary Deck & Li Hao & David Porter, 2013. "Do Prediction Markets Aid Defenders in a Weak-Link Contest?," Working Papers 13-27, Chapman University, Economic Science Institute.
- 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).
- Florian Teschner & David Rothschild & Henner Gimpel, 2017. "Manipulation in Conditional Decision Markets," Group Decision and Negotiation, Springer, vol. 26(5), pages 953-971, September.
- Bin-Tzong Chie & Chih-Hwa Yang, 2021. "Efficiency of the Experimental Prediction Market: Public Information, Belief Evolution, and Personality Traits," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(4), pages 1-3.
- Boris Maciejovsky & David V. Budescu, 2020. "Too Much Trust in Group Decisions: Uncovering Hidden Profiles by Groups and Markets," Organization Science, INFORMS, vol. 31(6), pages 1497-1514, November.
- Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone, 2022.
"Single vs. multiple disclosures in an experimental asset market with information acquisition,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1513-1539, October.
- Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea, 2020. "Single vs. multiple disclosures in an experimental asset market with information acquisition," MPRA Paper 101035, University Library of Munich, Germany.
- Patrick Buckley & Fergal O’Brien, 2017. "The effect of malicious manipulations on prediction market accuracy," Information Systems Frontiers, Springer, vol. 19(3), pages 611-623, June.
- Shengle Lin, 2010.
"Gradual Information Diffusion and Asset Price Momentum,"
Working Papers
10-04, Chapman University, Economic Science Institute.
Cited by:
- Mohammed Anam Akhtar & Khurram Ajaz Khan & Hung Cuong Hoang, 2023. "Role of Social Networking Sites in Financial Product Choice: An Investigation Through the Theory of Planned Behavior," Business Perspectives and Research, , vol. 11(1), pages 44-62, January.
- Irene Cherono & Tobias Olweny & Tabitha Nasieku, 2019. "Investor Behavior Biases and Stock Market Reaction in Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-6.
- Shengle Lin & Stephen Rassenti, 2010.
"Are Under- and Over-reaction the Same Matter? A Price Inertia based Account,"
Working Papers
10-05, Chapman University, Economic Science Institute.
Cited by:
- Samuel Tabot Enow, 2022. "Overreaction And Underreaction During The Covid-19 Pandemic In The South African Stock Market And Its Implications," Eurasian Journal of Business and Management, Eurasian Publications, vol. 10(1), pages 19-26.
- Erik O. Kimbrough & Taylor Jaworski, 2014.
"Bubbles, Crashes and Endogenous Uncertainty in Linked Asset and Product Markets,"
Discussion Papers
dp14-07, Department of Economics, Simon Fraser University.
- Taylor Jaworski & Erik O. Kimbrough, 2016. "Bubbles, Crashes, And Endogenous Uncertainty In Linked Asset And Product Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 155-176, February.
- Corgnet, Brice & Porter, David, 2010. "Reaction to public information in asset markets: does ambiguity matter?," UC3M Working papers. Economics we1025, Universidad Carlos III de Madrid. Departamento de EconomÃa.
Articles
- Deck, Cary & Lin, Shengle & Porter, David, 2013.
"Affecting policy by manipulating prediction markets: Experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 48-62.
See citations under working paper version above.
- Cary Deck & Shengle Lin & David Porter, 2010. "Affecting Policy by Manipulating Prediction Markets: Experimental Evidence," Working Papers 10-15, Chapman University, Economic Science Institute.
- Lin, Shengle & Rassenti, Stephen, 2012.
"Are under- and over-reaction the same matter? Experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 39-61.
Cited by:
- Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023. "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, vol. 154(C).
- John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
- Lucia Bellenzier & J{o}rgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Papers 1602.07452, arXiv.org.
- Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023.
"Insider trading regulation and trader migration,"
Journal of Financial Markets, Elsevier, vol. 66(C).
- Robert Merl & Stefan Palan & Dominik Schmidt & Thomas Stöckl, 2023. "Insider trading regulation and trader migration," Post-Print hal-04122561, HAL.
- Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019. "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, vol. 114(C), pages 116-140.
- Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Documents de travail du Centre d'Economie de la Sorbonne 15078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- 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.
- Duffy, John & Rabanal, Jean Paul & Rud, Olga, 2021.
"Market Reactions to Stock Splits: Experimental Evidence,"
UiS Working Papers in Economics and Finance
2021/1, University of Stavanger.
- Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2023. "Market reactions to stock splits: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 325-345.
- Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators," Post-Print hal-01215620, HAL.
- Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Post-Print halshs-01242303, HAL.
- Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01242303, HAL.
- Bellenzier, Lucia & Vitting Andersen, Jørgen & Rotundo, Giulia, 2016. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Economic Modelling, Elsevier, vol. 59(C), pages 224-236.
- Vandenbruaene, Jonas & De Ceuster, Marc & Annaert, Jan, 2023. "Does time series momentum also exist outside traditional financial markets? Near-laboratory evidence from sports betting," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 104(C).
- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2016. "Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215620, HAL.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EXP: Experimental Economics (2) 2010-05-22 2010-10-30
- NEP-CDM: Collective Decision-Making (1) 2010-10-30
- NEP-CTA: Contract Theory and Applications (1) 2010-05-29
- NEP-FOR: Forecasting (1) 2010-10-30
- NEP-MST: Market Microstructure (1) 2010-05-29
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