An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism
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Cited by:
- John Duffy & Sean Crockett, 2010. "An Experimental Test of the Lucas Asset Pricing Model," Working Paper 504, Department of Economics, University of Pittsburgh, revised May 2013.
- Federico Bonetto & Vinod Cheriyan & Anton J. Kleywegt, 2017. "Models of Investor Forecasting Behavior — Experimental Evidence," JRFM, MDPI, vol. 11(1), pages 1-41, December.
- Breaban, A.G., 2014. "Behavior and asset markets : Individual decisions, emotions and fundamental value trajectories," Other publications TiSEM a20e6a40-f15e-4331-83cb-c, Tilburg University, School of Economics and Management.
- Breaban, A.G. & Noussair, C.N., 2014.
"Fundamental Value Trajectories and Trader Characteristics in an Asset Market Experiment,"
Discussion Paper
2014-010, Tilburg University, Center for Economic Research.
- Adriana Breaban & Charles N. Noussair, 2014. "Fundamental value trajectories and trader characteristics in an asset market experiment," Working Papers 2014/08, Economics Department, Universitat Jaume I, Castellón (Spain).
- Breaban, A.G. & Noussair, C.N., 2014. "Fundamental Value Trajectories and Trader Characteristics in an Asset Market Experiment," Other publications TiSEM 3103cf69-bc46-42bf-a9a5-e, Tilburg University, School of Economics and Management.
- Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017. "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-501, WZB Berlin Social Science Center.
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More about this item
Keywords
Bubbles; Trading Institutions; Pricing Mechanisms; Tâtonnement;All these keywords.
JEL classification:
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EXP-2009-12-05 (Experimental Economics)
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