IDEAS home Printed from https://ideas.repec.org/r/ecm/emetrp/v69y2001i4p831-59.html
   My bibliography  Save this item

Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality

Citations

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


Cited by:

  1. Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014. "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 781-797.
  2. Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
  3. Tomoe Hoshihata & Ryuichiro Ishikawa & Nobuyuki Hanaki & Eizo Akiyama, 2017. "Flat Bubbles in Long-Horizon Experiments: Results from two Market Conditions," GREDEG Working Papers 2017-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  4. Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
  5. 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.
  6. Gary Charness & Uri Gneezy, 2010. "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, January.
  7. Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
  8. Bala Arshanapalli & William Nelson, 2008. "A Cointegration Test To Verify The Housing Bubble," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 35-43.
  9. Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
  10. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
  11. R. M. Harstad & R. Selten, 2014. "Bounded-rationality models:tasks to become intellectually competitive," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 5.
  12. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Other publications TiSEM 9be9b88a-9251-4921-a913-6, Tilburg University, School of Economics and Management.
  13. Crawford, VP, 2014. "Boundedly rational versus optimization-based models of strategic thinking and learning in games," University of California at San Diego, Economics Working Paper Series qt04h694rz, Department of Economics, UC San Diego.
  14. Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011. "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-58, April.
  15. Matthias Sutter & Jürgen Huber & Michael Kirchler, 2012. "Bubbles and Information: An Experiment," Management Science, INFORMS, vol. 58(2), pages 384-393, February.
  16. Steven Tucker & Yilong Xu, 2024. "Motivations to speculate are the driving forces in experimental asset market bubbles," Working Papers in Economics 24/02, University of Waikato.
  17. Michael Kirchler & Jurgen Huber & Thomas Stockl, 2012. "Thar She Bursts: Reducing Confusion Reduces Bubbles," American Economic Review, American Economic Association, vol. 102(2), pages 865-883, April.
  18. Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014. "Do option-like incentives induce overvaluation? Evidence from experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 179-194.
  19. Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
  20. Stéphane Robin & Kateřina Strážnická & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Economic and Political Studies, Taylor & Francis Journals, vol. 9(1), pages 68-89, January.
  21. Koji Kotani & Kenta Tanaka & Shunsuke Managi, 2019. "Which performs better under trader settings, double auction or uniform price auction?," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 247-267, March.
  22. Kephart, Curtis & Munro, David, 2023. "Market concentration and the responsiveness of prices and mark-ups," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 104(C).
  23. Alan Kirman, 2014. "Is it rational to have rational expectations?," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 13(1), pages 29-48, June.
  24. Jonathan E. Alevy & Michael K. Price, 2012. "Advice and Fictive Learning: The Pricing of Assets in the Laboratory," Working Papers 2012-07, University of Alaska Anchorage, Department of Economics.
  25. Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012. "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 278-291.
  26. Martin Barner & Francesco Feri & Charles R. Plott, 2005. "On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market," Annals of Finance, Springer, vol. 1(1), pages 73-107, January.
  27. Peter Bardsley & Nisvan Erkal & Nikos Nikiforakis & Tom Wilkening, 2011. "Recursive Contracts, Firm Longevity, and Rat Races: Theory and Experimental Evidence," Department of Economics - Working Papers Series 1122, The University of Melbourne, revised 2011.
  28. Ronald M. Harstad, 2011. "Behavioral Efficiency I: Definition, Methodology and Demonstration," Working Papers 1120, Department of Economics, University of Missouri.
  29. Miller, Ross M., 2008. "Don't let your robots grow up to be traders: Artificial intelligence, human intelligence, and asset-market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 153-166, October.
  30. Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2016. "Price Dynamics and Consumption Smoothing in Experimental Asset Markets," MPRA Paper 71631, University Library of Munich, Germany.
  31. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  32. Duan, Jieyi & Hanaki, Nobuyuki, 2023. "The impact of asset purchases in an experimental market with consumption smoothing motives," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  33. Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
  34. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  35. Köhler, Katrin & Pagel, Beatrice & Rau, Holger A., 2015. "How worker participation affects reciprocity under minimum remuneration policies: Experimental evidence," University of Göttingen Working Papers in Economics 267, University of Goettingen, Department of Economics.
  36. 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.
  37. Corgnet, Brice & Hernán, Roberto & Porter, David, 2013. "The effect of earned vs. house money on price bubble formation in experimental asset markets," UC3M Working papers. Economics we1304, Universidad Carlos III de Madrid. Departamento de Economía.
  38. 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).
  39. Hans-Theo Normann & Till Requate & Israel Waichman, 2014. "Do short-term laboratory experiments provide valid descriptions of long-term economic interactions? A study of Cournot markets," Experimental Economics, Springer;Economic Science Association, vol. 17(3), pages 371-390, September.
  40. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
  41. Roger Congleton, 2012. "On the political economy and limits of crisis insurance: the case of the 2008–11 bailouts," Public Choice, Springer, vol. 150(3), pages 399-423, March.
  42. Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
  43. 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.
  44. Hommes, Cars, 2011. "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
  45. Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena.
  46. Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2019. "Implied volatility and investor beliefs in experimental asset markets," Journal of Financial Markets, Elsevier, vol. 43(C), pages 121-136.
  47. HIGASHIDA Keisaku & TANAKA Kenta & MANAGI Shunsuke, 2018. "Losses on Asset Returns Caused by Perception Gaps of Fundamental Values: Evidence from laboratory experiments," Discussion papers 18008, Research Institute of Economy, Trade and Industry (RIETI).
  48. Brice Corgnet & Roberto Hernán-González & Praveen Kujal & David Porter, 2015. "The Effect of Earned Versus House Money on Price Bubble Formation in Experimental Asset Markets," Review of Finance, European Finance Association, vol. 19(4), pages 1455-1488.
  49. Tracy Xiao Liu & Jenna Bednar & Yan Chen & Scott Page, 2019. "Directional behavioral spillover and cognitive load effects in multiple repeated games," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 705-734, September.
  50. John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, University Library of Munich, Germany, revised 17 Mar 2004.
  51. Philippe Aghion & Ernst Fehr & Richard Holden & Tom Wilkening, 2018. "The Role of Bounded Rationality and Imperfect Information in Subgame Perfect Implementation—An Empirical Investigation," Journal of the European Economic Association, European Economic Association, vol. 16(1), pages 232-274.
  52. Jonathan E. Alevy & Michael K. Price, 2017. "Advice in the marketplace: a laboratory study," Experimental Economics, Springer;Economic Science Association, vol. 20(1), pages 156-180, March.
  53. Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002. "Bubbles in experimental asset markets: Irrational exuberance no more," FRB Atlanta Working Paper 2002-24, Federal Reserve Bank of Atlanta.
  54. Nuzzo, Simone & Morone, Andrea, 2017. "Asset markets in the lab: A literature review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
  55. Tibor Neugebauer & Sascha Füllbrunn, 2013. "Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations," LSF Research Working Paper Series 13-14, Luxembourg School of Finance, University of Luxembourg.
  56. Miklánek, Tomáš & Zajíček, Miroslav, 2020. "Personal traits and trading in an experimental asset market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 86(C).
  57. Nobuyuki Hanaki, 2020. "Cognitive ability and observed behavior in laboratory experiments: implications for macroeconomic theory," The Japanese Economic Review, Springer, vol. 71(3), pages 355-378, July.
  58. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  59. Perdomo Strauch, Alvaro Andrés, 2020. "Bubbles and crashes: A laboratory experiment," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  60. 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.
  61. Ilomäki, Jukka & Laurila, Hannu, 2018. "Animal spirits in financial markets: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 99-104.
  62. Fridrik Baldursson & Jon Sturluson, 2011. "Fees and the Efficiency of Tradable Permit Systems: An Experimental Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 48(1), pages 25-41, January.
  63. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-2753, October.
  64. 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.
  65. 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).
  66. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
  67. Mark Marner-Hausen, 2022. "Developing a Framework for Real-Time Trading in a Laboratory Financial Market," ECONtribute Discussion Papers Series 172, University of Bonn and University of Cologne, Germany.
  68. Brandts, Jordi & Corgnet, Brice & Hernán-González, Roberto & Ortiz, José Mª & Solà, Carles, 2021. "Watching or not watching? Access to information and the incentive effects of firing threats," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 672-685.
  69. Jürgen Huber & Michael Kirchler, 2012. "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 89-105, March.
  70. Brice Corgnet & Joaquín Gómez-Miñambres & Roberto Hernán-González, 2015. "Goal Setting and Monetary Incentives: When Large Stakes Are Not Enough," Management Science, INFORMS, vol. 61(12), pages 2926-2944, December.
  71. Katerina Sherstyuk & Krit Phankitnirundorn & Michael J. Roberts, 2021. "Randomized double auctions: gains from trade, trader roles, and price discovery," Experimental Economics, Springer;Economic Science Association, vol. 24(4), pages 1325-1364, December.
  72. Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207 [rev.], University of Goettingen, Department of Economics.
  73. Lucy F. Ackert & Narat Charupat & Bryan K. Church & Richard Deaves, 2006. "Margin, Short Selling, and Lotteries in Experimental Asset Markets," Southern Economic Journal, John Wiley & Sons, vol. 73(2), pages 419-436, October.
  74. Paul J. Healy & John Conlon & Yeochang Yoon, 2016. "Information Cascades with Informative Ratings: An Experimental Test," Working Papers 16-05, Ohio State University, Department of Economics.
  75. Cars Hommes, 2010. "The heterogeneous expectations hypothesis: some evidence from the lab," Post-Print hal-00753041, HAL.
  76. Huan Xie & Jipeng Zhang, 2016. "Bubbles and experience: An experiment with a steady inflow of new traders," Southern Economic Journal, John Wiley & Sons, vol. 82(4), pages 1349-1373, April.
  77. Peter Bossaerts & Charles Plott, 2004. "Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets," Review of Finance, European Finance Association, vol. 8(2), pages 135-169.
  78. Timothy N. Cason & Anya Samek, 2015. "Learning through passive participation in asset market bubbles," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 1(2), pages 170-181, December.
  79. Volodymyr Lugovskyy & Daniela Puzzello, & Steven Tucker & Arlington Williams, 2012. "Can Concentration Control Policies Eliminate Bubbles?," Working Papers in Economics 12/13, University of Waikato.
  80. Te Bao & Cars Hommes & Tomasz Makarewicz, 2017. "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
  81. Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
  82. Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020. "Bubbles and Financial Professionals," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2659-2696.
  83. Michailova, Julija, 2010. "Overconfidence and bubbles in experimental asset markets," MPRA Paper 26388, University Library of Munich, Germany.
  84. Kleinlercher, Daniel & Huber, Jürgen & Kirchler, Michael, 2014. "The impact of different incentive schemes on asset prices," European Economic Review, Elsevier, vol. 68(C), pages 137-150.
  85. 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 Economía.
  86. Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing, 2021. "The double-edged role of social learning: Flash crash and lower total volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 405-420.
  87. Chen Lian & Yueran Ma & Carmen Wang, 2019. "Low Interest Rates and Risk-Taking: Evidence from Individual Investment Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2107-2148.
  88. Halim, Edward & Riyanto, Yohanes E., 2020. "Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  89. Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2011. "An experimental analysis of contingent capital triggering mechanisms," Working Paper 11-01, Federal Reserve Bank of Richmond.
  90. Fischbacher, Urs & Hens, Thorsten & Zeisberger, Stefan, 2013. "The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2104-2122.
  91. Ortmann, Andreas, 2003. "Charles R. Plott's collected papers on the experimental foundations of economic and political science," Journal of Economic Psychology, Elsevier, vol. 24(4), pages 555-575, August.
  92. Shengle Lin & Glenn Pfeiffer & David Porter, 2017. "Accounting Standards and Financial Market Stability: An Experimental Examination," Economic Journal, Royal Economic Society, vol. 127(605), pages 545-562, October.
  93. 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.
  94. Enrica Carbone & John Hey & Tibor Neugebauer, 2021. "An Experimental Comparison of Two Exchange Economies: Long-Lived Asset vs. Short-Lived Asset," Management Science, INFORMS, vol. 67(11), pages 6946-6962, November.
  95. 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.
  96. Vernon L. Smith, 2020. "Causal versus Consequential Motives in Mental Models of Agent Social and Economic Action: Experiments, and the Neoclassical Diversion in Economics," Kyklos, Wiley Blackwell, vol. 73(3), pages 341-370, August.
  97. Schoenberg, Eric J. & Haruvy, Ernan, 2012. "Relative performance information in asset markets: An experimental approach," Journal of Economic Psychology, Elsevier, vol. 33(6), pages 1143-1155.
  98. Andrew Luccasen & Philip J. Grossman, 2017. "Warm-Glow Giving: Earned Money And The Option To Take," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 996-1006, April.
  99. Daniel Woods & Maroš Servátka, 2019. "Nice to you, nicer to me: Does self-serving generosity diminish the reciprocal response?," Experimental Economics, Springer;Economic Science Association, vol. 22(2), pages 506-529, June.
  100. Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  101. Blume, Andreas & Noussair, Charles N. & Ye, Bohan, 2024. "Fragile meaning - an experiment," Journal of Economic Theory, Elsevier, vol. 216(C).
  102. Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
  103. Kirchler, Michael, 2009. "Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 491-506, February.
  104. Charles N. Noussair & Steven Tucker, 2016. "Cash Inflows And Bubbles In Asset Markets With Constant Fundamental Values," Economic Inquiry, Western Economic Association International, vol. 54(3), pages 1596-1606, July.
  105. Ronald M. Harstad, 2014. "Efficiency Measurement via Revealed Thresholds, Without Knowing Valuations," Working Papers 1405, Department of Economics, University of Missouri, revised 01 Mar 2016.
  106. Jacopo Magnani & David Munro, 2020. "Dynamic runs and circuit breakers: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 23(1), pages 127-153, March.
  107. Chmura, Thorsten & Le, Hang & Nguyen, Kim, 2022. "Herding with leading traders: Evidence from a laboratory social trading platform," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 93-106.
  108. Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014. "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers 9, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  109. Guidon Fenig & Mariya Mileva & Luba Petersen, 2013. "Asset Trading and Monetary Policy in Production Economies," Discussion Papers dp13-08, Department of Economics, Simon Fraser University, revised Aug 2014.
  110. Andreas Park, 2010. "Experiential Learning of the Efficient Market Hypothesis: Two Trading Games," The Journal of Economic Education, Taylor & Francis Journals, vol. 41(4), pages 353-369, September.
  111. Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  112. John Duffy & Jean Paul Rabanal & Olga A. Rud, 2022. "Market experiments with multiple assets: A survey," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 18, pages 213-224, Edward Elgar Publishing.
  113. Hirota, Shinichi & Sunder, Shyam, 2007. "Price bubbles sans dividend anchors: Evidence from laboratory stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
  114. Hirota, Shinichi & Suzuki-Löffelholz, Kumi & Udagawa, Daisuke, 2020. "Does owners’ purchase price affect rent offered? Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  115. Morone, Andrea & Nuzzo, Simone, 2015. "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper 67448, University Library of Munich, Germany.
  116. Palan, Stefan, 2010. "Digital options and efficiency in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 506-522, September.
  117. V. P. Crawford, 2014. "Boundedly rational versus optimization-based models of strategic thinking and learning in games," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 5.
  118. Eldad Yechiam & Amitay Kauffmann & Nathaniel J S Ashby & Gal Zahavi, 2017. "On the relation between economic bubbles and effort gaps between sellers and buyers: An experimental study," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-15, December.
  119. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007. "Asset bubbles without dividends : an experiment," Papers 07-01, Sonderforschungsbreich 504.
  120. Carlos J. Perez & Manuel Santos, 2017. "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers 2017-02, University of Miami, Department of Economics.
  121. Glenn Dutcher, E., 2012. "The effects of telecommuting on productivity: An experimental examination. The role of dull and creative tasks," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 355-363.
  122. Hawkins, Raymond J., 2011. "Lending sociodynamics and economic instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4355-4369.
  123. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
  124. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," Working Papers 1398, Princeton University, Department of Economics, Econometric Research Program..
  125. Eizo Akiyama & Nobuyuki Hanaki & Ryuchiro Ishikawa, 2012. "Effect of uncertainty about others’ rationality in experimental asset markets," AMSE Working Papers 1234, Aix-Marseille School of Economics, France.
  126. Massenot, Baptiste, 2020. "Credit cycles: Experimental evidence," SAFE Working Paper Series 104 [rev.], Leibniz Institute for Financial Research SAFE, revised 2020.
  127. Abdullah Yavas, 2013. "Asset Price Bubbles and Monetary Policy," Working Papers 102013, Hong Kong Institute for Monetary Research.
  128. Armando Holzknecht & Jürgen Huber & Michael Kirchler & Tibor Neugebauer, 2024. "Speculating in zero-value assets: The greater fool game experiment," Working Papers 2024-09, Faculty of Economics and Statistics, Universität Innsbruck.
  129. Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014. "The "Inflow-Effect" - Trader Inflow and Bubble Formation in Asset Markets," Working Papers 2014-22, Faculty of Economics and Statistics, Universität Innsbruck.
  130. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014. "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, vol. 66(C), pages 84-96.
  131. Smith, Vernon L., 2010. "Theory and experiment: What are the questions?," Journal of Economic Behavior & Organization, Elsevier, vol. 73(1), pages 3-15, January.
  132. Zhengyang Bao & Kenan Kalayci & Andreas Leibbrandt & Carlos Oyarzun, 2019. "Regulating Bubbles Away?Experiment-Based Evidence of Price Limits and Trading Restrictions in Asset Markets with Deterministic and Stochastic Fundamental Values," Monash Economics Working Papers 14-18, Monash University, Department of Economics.
  133. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2012. "Effect of Uncertainty about Others' Rationality in Experimental Asset Markets: An Experimental Analysis," Working Papers halshs-00793613, HAL.
  134. 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.
  135. Caginalp, G. & Ilieva, V., 2008. "The dynamics of trader motivations in asset bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 641-656, June.
  136. Adrian Stoian, 2014. "Public Messages and Asset Prices," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 42(4), pages 441-454, December.
  137. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  138. Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00853991, HAL.
  139. Stephen Cheung & Stefan Palan, 2012. "Two heads are less bubbly than one: team decision-making in an experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 15(3), pages 373-397, September.
  140. Cary Deck & Maroš Servátka & Steven Tucker, 2020. "Designing Call Auction Institutions to Eliminate Price Bubbles: Is English Dutch the Best?," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 225-236, June.
  141. John Duffy & Eric O'N. Fisher, 2005. "Sunspots in the Laboratory," American Economic Review, American Economic Association, vol. 95(3), pages 510-529, June.
  142. Sheen S. Levine & Mark Bernard & Rosemarie Nagel, 2018. "Strategic intelligence: The cognitive capability to anticipate competitor behaviour," Strategic Management Journal, Wiley Blackwell, vol. 39(2), pages 527-527, February.
  143. repec:bla:ecinqu:v:51:y:2013:i:3:p:1731-1749 is not listed on IDEAS
  144. Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014. "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 999-1033, August.
  145. Marina Fiedler, 2011. "Experience and Confidence in an Internet‐Based Asset Market Experiment," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 30-52, July.
  146. 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.
  147. Davis, Douglas & Korenok, Oleg, 2011. "Nominal shocks in monopolistically competitive markets: An experiment," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 578-589.
  148. Kleinlercher, Daniel & Stöckl, Thomas, 2021. "Thou shalt not trade—An analysis of the violations of no-trade predictions in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  149. Andraszewicz, Sandra & Wu, Ke & Sornette, Didier, 2019. "Behavioural effects and market dynamics in field and laboratory experimental asset markets," Economics Discussion Papers 2019-33, Kiel Institute for the World Economy (IfW Kiel).
  150. Stefania Sitzia & Jiwei Zheng & Daniel John Zizzo, 2012. "Complexity and Smart Nudges with Inattentive Consumers," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2012-13, Centre for Competition Policy, University of East Anglia, Norwich, UK..
  151. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
  152. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
  153. Cary Deck & David Porter & Vernon Smith, 2014. "Double Bubbles in Assets Markets With Multiple Generations," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 15(2), pages 79-88, April.
  154. Michailova, Julija, 2010. "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper 26390, University Library of Munich, Germany.
  155. Lu, Dong & Zhan, Yaosong, 2022. "Over-the-counter versus double auction in asset markets with near-zero-intelligence traders," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  156. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2004. "Forming price expectations in positive and negative feedback systems," CeNDEF Working Papers 04-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  157. Corgnet, Brice & Kujal, Praveen & Porter, David, 2010. "The effect of reliability, content and timing of public announcements on asset trading behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 76(2), pages 254-266, November.
  158. Daniel Zizzo, 2010. "Experimenter demand effects in economic experiments," Experimental Economics, Springer;Economic Science Association, vol. 13(1), pages 75-98, March.
  159. 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.
  160. Steiger, Sören & Pelster, Matthias, 2020. "Social interactions and asset pricing bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 503-522.
  161. Enrica Carbone & John Hey & Tibor Neugebauer, 2018. "An Experimental Comparison of Two Exchange Mechanisms, An Asset Market versus a Credit Market," Discussion Papers 18/08, Department of Economics, University of York.
  162. Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207, University of Goettingen, Department of Economics.
  163. Hubert J. Kiss & Laszlo A. Koczy & Agnes Pinter & Balazs R. Sziklai, 2019. "Does risk sorting explain bubbles?," CERS-IE WORKING PAPERS 1905, Institute of Economics, Centre for Economic and Regional Studies.
  164. Taylor Jaworskiy & Erik O. Kimbrough, 2012. "An Experimental Examination of Asset Pricing Under Market Uncertainty," Discussion Papers dp12-21, Department of Economics, Simon Fraser University.
  165. 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.
  166. Hirota, Shinichi & Sunder, Shyam, 2007. "Price bubbles sans dividend anchors: Evidence from laboratory stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
  167. Ernan Haruvy & Charles N. Noussair & Owen Powell, 2014. "The Impact of Asset Repurchases and Issues in an Experimental Market," Review of Finance, European Finance Association, vol. 18(2), pages 681-713.
  168. Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019. "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 206-213.
  169. James Andreoni & Christina Gravert & Michael A. Kuhn & Silvia Saccardo & Yang Yang, 2018. "Arbitrage Or Narrow Bracketing? On Using Money to Measure Intertemporal Preferences," NBER Working Papers 25232, National Bureau of Economic Research, Inc.
  170. 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).
  171. Asako, Yasushi & Funaki, Yukihiko & Ueda, Kozo & Uto, Nobuyuki, 2020. "(A)symmetric information bubbles: Experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  172. Cueva, Carlos & Rustichini, Aldo, 2015. "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 330-344.
  173. Anthony Newell & Lionel Page, 2017. "Countercyclical risk aversion and self-reinforcing feedback loops in experimental asset markets," QuBE Working Papers 050, QUT Business School.
  174. Noussair, Charles N. & Tucker, Steven & Xu, Yilong, 2016. "Futures markets, cognitive ability, and mispricing in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 166-179.
  175. Cornand, Camille & Erazo Diaz, Maria Alejandra & Zylbersztejn, Adam, 2023. "Trading and cognition in asset markets: An eye-tracking experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 711-732.
  176. Lansing, Kevin J., 2006. "Lock-In Of Extrapolative Expectations In An Asset Pricing Model," Macroeconomic Dynamics, Cambridge University Press, vol. 10(3), pages 317-348, June.
  177. Lata Gangadharan & Charles N. Noussair & Marie-Claire Villeval, 2019. "Introduction to the special issue in honor of Professor Charles R. Plott," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 577-584, September.
  178. Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012. "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper 37321, University Library of Munich, Germany.
  179. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
  180. R. Mark Isaac & Duncan James, 2003. "Boundaries of the Tournament Pricing Effect in Asset Markets: Evidence from Experimental Markets," Southern Economic Journal, John Wiley & Sons, vol. 69(4), pages 936-951, April.
  181. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2015. "Investment Horizons and Price Indeterminacy in Financial Markets," Cowles Foundation Discussion Papers 2001, Cowles Foundation for Research in Economics, Yale University.
  182. Marina Fiedler, 2011. "Symposium: Experience and Confidence in an Internet-Based Asset Market Experiment," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 30-52, July.
  183. Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-8, December.
  184. Steven Tucker & Yilong Xu, 2024. "Nonspeculative Bubbles Revisited," Working Papers in Economics 24/01, University of Waikato.
  185. Bousselmi, Wael & Sentis, Patrick & Willinger, Marc, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 90-113.
  186. Amos Nadler & Peiran Jiao & Cameron J. Johnson & Veronika Alexander & Paul J. Zak, 2019. "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Management Science, INFORMS, vol. 64(9), pages 4032-4051, September.
  187. Carmela Di Mauro, 2009. "Prices in experimental asset markets under uncertainty," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(2), pages 149-163.
  188. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
  189. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2011. "On the ingredients for bubble formation: Informed traders and communication," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1831-1851.
  190. Tucker, Steven & Xu, Yilong, 2024. "Nonspeculative bubbles revisited," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  191. Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013. "Efficiency of continuous double auctions under individual evolutionary learning with full or limited information," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 539-573, July.
  192. Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2009. "An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism," Working Papers in Economics 09/19, University of Canterbury, Department of Economics and Finance.
  193. Marina Fiedler, 2011. "Symposium: Experience and Confidence in an Internet-Based Asset Market Experiment," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 30-52, July.
  194. Thiago de Oliveira Souza, 2010. "Strategic Asset Allocation with Heterogeneous Beliefs," Working Papers ECARES ECARES 2010-042, ULB -- Universite Libre de Bruxelles.
  195. Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006. "The origins of bubbles in laboratory asset markets," FRB Atlanta Working Paper 2006-06, Federal Reserve Bank of Atlanta.
  196. Colin Camerer & Teck-Hua Ho & Juin Kuan Chong, 2003. "A cognitive hierarchy theory of one-shot games: Some preliminary results," Levine's Bibliography 506439000000000495, UCLA Department of Economics.
  197. Pfajfar, D. & Zakelj, B., 2011. "Inflation Expectations and Monetary Policy Design : Evidence from the Laboratory (Replaces CentER DP 2009-007)," Discussion Paper 2011-091, Tilburg University, Center for Economic Research.
  198. Fabian Bocart & Ken Bastiaensen & Peter Cauwels, 2011. "The 1980s Price Bubble on (Post) Impressionism," ACEI Working Paper Series AWP-03-2011, Association for Cultural Economics International, revised Nov 2011.
  199. Jieyi Duan & Nobuyuki Hanaki, "undated". "An experimental analysis on cross-asset arbitrage opportunity and the law of one price," ISER Discussion Paper 1257, Institute of Social and Economic Research, Osaka University.
  200. Hong, Jieying & Moinas, Sophie & Pouget, Sébastien, 2021. "Learning in speculative bubbles: Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 1-26.
  201. Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
  202. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Working Paper Series 588, Research Institute of Industrial Economics.
  203. Moinas, Sophie & Pouget, Sébastien, 2009. "Rational and Irrational Bubbles: an Experiment," TSE Working Papers 09-045, Toulouse School of Economics (TSE).
  204. Moinas, Sophie & Pouget, Sébastien, 2009. "The Bubble Game : An experimental Study of Speculation (An earlier version of this paper was circulated under the title "The Rational and Irrational Bubbles : an Experiment")," IDEI Working Papers 560, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jan 2012.
  205. Brice Corgnet & Roberto Hernán-González & Eric Schniter, 2015. "Why real leisure really matters: incentive effects on real effort in the laboratory," Experimental Economics, Springer;Economic Science Association, vol. 18(2), pages 284-301, June.
  206. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
  207. Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014. "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers 14-18, Bank of Canada.
  208. Anderson, Christopher M. & Sutinen, Jon G., 2006. "The effect of initial lease periods on price discovery in laboratory tradable fishing allowance markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(2), pages 164-180, October.
  209. Kaliva, Kasimir & Koskinen, Lasse, 2008. "Stock market bubbles, inflation and investment risk," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 592-603, June.
  210. Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan, 2022. "Sharing idiosyncratic risk even though prices are “wrong”," Journal of Economic Theory, Elsevier, vol. 200(C).
  211. Alan Kirman, 2016. "Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kupers's Complexity and the Art of Public Policy," Journal of Economic Literature, American Economic Association, vol. 54(2), pages 534-572, June.
  212. Nawazish Mirza & Ayesha Afzal, 2012. "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 55-86, June.
  213. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.
  214. Huber, Jürgen & Kirchler, Michael & Stefan, Matthias, 2014. "Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 798-809.
  215. Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven, 2010. "An experimental investigation of overdissipation in the all pay auction," European Economic Review, Elsevier, vol. 54(8), pages 974-997, November.
  216. Charles N. Noussair, 2017. "The Discovery of Bubbles and Crashes in Experimental Asset Markets and the Contribution of Vernon Smith to Experimental Finance," Southern Economic Journal, John Wiley & Sons, vol. 83(3), pages 644-648, January.
  217. Chong, Juin-Kuan & Camerer, Colin F. & Ho, Teck H., 2006. "A learning-based model of repeated games with incomplete information," Games and Economic Behavior, Elsevier, vol. 55(2), pages 340-371, May.
  218. 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.
  219. Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  220. Joep Sonnemans & Peter Heemeijer & Cars Hommes, 2005. "Price expectations in the laboratory in positive and negative feedback systems," Computing in Economics and Finance 2005 165, Society for Computational Economics.
  221. Stephanie Rosch & Sharon Raszap Skorbiansky & Collin Weigel & Kent D. Messer & Daniel Hellerstein, 2021. "Barriers to Using Economic Experiments in Evidence‐Based Agricultural Policymaking," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 531-555, June.
  222. Markstädter, Andreas & Keser, Claudia, 2014. "Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100359, Verein für Socialpolitik / German Economic Association.
  223. Yang, Xiaozhong & Peng, Mingshu & Hu, Jiping & Jiang, Xiaoxia, 2009. "Bubbling phenomenon in a discrete economic model for the interaction of demand and supply," Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1428-1438.
  224. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020. "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 526-553, June.
  225. Ma, Chao, 2020. "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, vol. 49(C).
  226. Nuriddin Ikromov & Abdullah Yavas, 2012. "Cash Flow Volatility, Prices and Price Volatility: An Experimental Study," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 203-229, January.
  227. Tolhurst, Tor N., 2018. "A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines," 2018 Annual Meeting, August 5-7, Washington, D.C. 274387, Agricultural and Applied Economics Association.
  228. Wan, Junmin, 2018. "Prevention and landing of bubble," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 190-204.
  229. 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.
  230. Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
  231. Andrea Morone & Simone Nuzzo, 2019. "Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 317-344, June.
  232. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March.
  233. Martin Dufwenberg, 2014. "Banking on Experiments?," Working Papers 534, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  234. Martin Brown & Christian Zehnder, 2005. "Credit Registries, Relationship Banking and Loan Repayment," IEW - Working Papers 240, Institute for Empirical Research in Economics - University of Zurich.
  235. Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
  236. Dean Johnson & Patrick Joyce, 2012. "Bubbles and Crashes Revisited," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 29-42, August.
  237. Bulent Guler & Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2021. "Trading Institutions in Experimental Asset Markets: Theory and Evidence," Working Papers in Economics 21/15, University of Waikato.
  238. Ralf Becker & Urs Fischbacher & Thorsten Hens, "undated". "Soft Landing of a Stock Market Bubble, An Experimental Study," IEW - Working Papers 090, Institute for Empirical Research in Economics - University of Zurich.
  239. Erkal, Nisvan & Gangadharan, Lata & Koh, Boon Han, 2018. "Monetary and non-monetary incentives in real-effort tournaments," European Economic Review, Elsevier, vol. 101(C), pages 528-545.
  240. Steven Tucker & Yilong Xu, 2020. "Nonspeculative Bubbles Revisited: Speculation Does Matter," Working Papers in Economics 20/09, University of Waikato.
  241. Bao, Zhengyang & Kalaycı, Kenan & Leibbrandt, Andreas & Oyarzun, Carlos, 2020. "Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 59-84.
  242. Lucy F. Ackert & Lei Jiang & Li Qi, 2016. "Experiments on Electronic Double Auctions and Abnormal Trades," Southern Economic Journal, John Wiley & Sons, vol. 83(1), pages 87-104, July.
  243. Gadi Barlevy, 2007. "Economic theory and asset bubbles," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 31(Q III), pages 44-59.
  244. Brice Corgnet & Angela Sutan, 2007. "Communications in Financial Markets: a Strategy method Experiment," Faculty Working Papers 06/07, School of Economics and Business Administration, University of Navarra.
  245. Deck, Cary & Sheremeta, Roman, 2012. "Fight or Flight?," MPRA Paper 52130, University Library of Munich, Germany.
  246. Martin Dufwenberg & Tobias Lindqvist & Evan Moore, 2005. "Bubbles and Experience: An Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1731-1737, December.
  247. Claudia Keser & Andreas Markstädter, 2014. "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers 2014s-30, CIRANO.
  248. Guidon Fenig & Mariya Mileva & Luba Petersen, 2013. "Leave the bubble alone!: Deflating asset price bubbles in an experimental macroeconomy," Discussion Papers dp16-10, Department of Economics, Simon Fraser University, revised Aug 2016.
  249. Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  250. 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).
  251. repec:grz:wpsses:2013-04 is not listed on IDEAS
  252. Kiss, Hubert J. & Kóczy, László Á. & Pintér, Ágnes & Sziklai, Balázs R., 2022. "Does risk sorting explain overpricing in experimental asset markets?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 99(C).
  253. Corgnet Bruce & Angela Sutan & Arvin Aashta, 2006. "The power of words in financial markets: soft versus hard communication,a strategy method experiment," Labsi Experimental Economics Laboratory University of Siena 006, University of Siena.
  254. Corgnet, Brice & Porter, Dave, 2007. "Uninformative announcements and asset trading behavior," UC3M Working papers. Economics we078350, Universidad Carlos III de Madrid. Departamento de Economía.
  255. Baghestanian, Sascha & Massenot, Baptiste, 2015. "Predictably irrational: Gambling for resurrection in experimental asset markets?," SAFE Working Paper Series 104, Leibniz Institute for Financial Research SAFE.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.