Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation
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- Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016. "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
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More about this item
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EXP-2016-09-11 (Experimental Economics)
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