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The Formation of Price Forecasts in Experimental Markets

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  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. 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.
  3. Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of EBC DP 2011-014)," Other publications TiSEM 2b92a09f-918e-4614-978d-0, Tilburg University, School of Economics and Management.
  4. Erik Theissen, 2007. "An analysis of private investors' stock market return forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
  5. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
  6. Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
  7. Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. 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.
  9. Pouget, Sebastien, 2007. "Financial market design and bounded rationality: An experiment," Journal of Financial Markets, Elsevier, vol. 10(3), pages 287-317, August.
  10. Domenico Colucci & Vincenzo Valori, 2004. "Adaptive learning in the Cobweb with an endogenous gain sequence," Working Papers - Mathematical Economics 2004-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  11. Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014. "Experiments on Expectations in Macroeconomics and Finance," Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70, Emerald Group Publishing Limited.
  12. repec:ams:ndfwpp:02-07 is not listed on IDEAS
  13. 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.
  14. Cars Hommes, 2010. "The heterogeneous expectations hypothesis: some evidence from the lab," Post-Print hal-00753041, HAL.
  15. Holmes, James M. & Dowd, Michael R. & Black, David C., 1995. "Ignorance may be optimal? Some welfare implications of rational versus non-rational expectations," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 377-386.
  16. Pfajfar, Damjan & Žakelj, Blaž, 2014. "Experimental evidence on inflation expectation formation," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 147-168.
  17. Douglas Stevens & Arlington Williams, 2004. "Inefficiency in Earnings Forecasts: Experimental Evidence of Reactions to Positive vs. Negative Information," Experimental Economics, Springer;Economic Science Association, vol. 7(1), pages 75-92, February.
  18. Ronald Heiner, 1990. "Rule-governed behavior in evolution and human society," Constitutional Political Economy, Springer, vol. 1(1), pages 19-46, December.
  19. 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.
  20. Domenico Colucci & Vincenzo Valori, 2004. "Generalised Fading Memory Learning in a Cobweb Model: some evidence," Computing in Economics and Finance 2004 272, Society for Computational Economics.
  21. Abhishek Das & Arpita Ghose & Gautam Gupta, 2018. "Expectation Formation in a New Keynesian Economy: Evidence from a Laboratory Experiment," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(1), pages 17-39, March.
  22. Pfajfar, Damjan & Žakelj, Blaž, 2016. "Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory," International Journal of Forecasting, Elsevier, vol. 32(3), pages 849-864.
  23. Brown, Paul M., 1996. "Experimental evidence on money as a medium of exchange," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 583-600, April.
  24. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  25. D.J. Butler, 1990. "Experimental Techniques in Economics: Some lessons to date," Economics Discussion / Working Papers 90-22, The University of Western Australia, Department of Economics.
  26. Wilfred Amaldoss & Sanjay Jain, 2002. "An Analysis of the Impact of Social Factors on Purchase Behavior," Review of Marketing Science Working Papers 2-1-1021, Berkeley Electronic Press.
  27. Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper 2012-072, Tilburg University, Center for Economic Research.
  28. Davis, Douglas & Korenok, Oleg, 2011. "Nominal shocks in monopolistically competitive markets: An experiment," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 578-589.
  29. Onozaki, Tamotsu & Sieg, Gernot & Yokoo, Masanori, 2000. "Complex dynamics in a cobweb model with adaptive production adjustment," Journal of Economic Behavior & Organization, Elsevier, vol. 41(2), pages 101-115, February.
  30. Jeremy Clark & Lana Friesen, 2009. "Overconfidence in Forecasts of Own Performance: An Experimental Study," Economic Journal, Royal Economic Society, vol. 119(534), pages 229-251, January.
  31. Beckman, Steven R. & Downs, David, 1997. "Forecasters as imperfect information processors: Experimental and survey evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 89-100, January.
  32. Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, October.
  33. 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.
  34. 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.
  35. Douglas D. Davis & Korenok Oleg, 2010. "Nominal Price Shocks in Monopolistically Competitive Markets: An Experimental Analysis," Working Papers 1003, VCU School of Business, Department of Economics, revised Jun 2011.
  36. G. Caginalp & D. Balenovich, 1994. "Market oscillations induced by the competition between value-based and trend-based investment strategies," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(2), pages 129-164.
  37. Rotheli, Tobias F., 1999. "Assessing Monetary Targeting With Models of Expectations Formation," Journal of Policy Modeling, Elsevier, vol. 21(1), pages 139-151, January.
  38. John Duffy, 2008. "Macroeconomics: A Survey of Laboratory Research," Working Paper 334, Department of Economics, University of Pittsburgh, revised Jun 2014.
  39. 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.
  40. Colucci, D. & Valori, V., 2006. "Ways of learning in a simple economic setting: A comparison," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 653-670.
  41. Powell, O.R., 2010. "Essays on experimental bubble markets," Other publications TiSEM b16ad7ae-3741-4f08-8de7-3, Tilburg University, School of Economics and Management.
  42. 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.
  43. Pfajfar, Damjan & Žakelj, Blaž, 2018. "Inflation Expectations And Monetary Policy Design: Evidence From The Laboratory," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 1035-1075, June.
  44. Swenson, Charles W., 1997. "Rational expectations and tax policy: Experimental market evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 32(3), pages 433-455, March.
  45. Wilfred Amaldoss & Sanjay Jain, 2005. "Conspicuous Consumption and Sophisticated Thinking," Management Science, INFORMS, vol. 51(10), pages 1449-1466, October.
  46. Davis, Douglas D. & Holt, Charles a., 1993. "Experimental economics: Methods, problems and promise," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 8(2), pages 179-212.
  47. Lucy F. Ackert & Bryan K. Church & Mohamed Shehata, 1996. "What Affects Individuals' Decisions to Acquire Forecasted Information?," Contemporary Accounting Research, John Wiley & Sons, vol. 13(2), pages 379-399, September.
  48. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
  49. Michael Calegari & Neil L. Fargher, 1997. "Evidence that Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings: An Experimental Markets Approach," Contemporary Accounting Research, John Wiley & Sons, vol. 14(3), pages 397-433, September.
  50. Nelson, Mark W. & Bloomfield, Robert & Hales, Jeffrey W. & Libby, Robert, 2001. "The Effect of Information Strength and Weight on Behavior in Financial Markets," Organizational Behavior and Human Decision Processes, Elsevier, vol. 86(2), pages 168-196, November.
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