The CAPM in thin experimental financial markets

Journal of Economic Dynamics and Control

Volumn 26, Issue 7-8, 2002, Pages 1093-1112

  Bossaerts, Peter ^a   Plott, Charles ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Capital asset pricing model (CAPM); Equilibration; Equilibrium; Experimental economics; Financial markets

Indexed keywords

EID: 0036198936     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(01)00046-X     Document Type: Article

References (14)

1. Basic principles of asset pricing theory: Evidence from large-scale experimental financial markets
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3. Asset prices and allocations: Theory and evidence
4. An intertemporal asset pricing model with stochastic consumption and investment opportunities
5. Bifurcation methods for asset market equilibrium analysis
6. The cross-section of expected stock returns
7. Experimental tests of the separation theorem and the capital asset pricing model
8. Risk and return: An experimental analysis
9. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
10. Asset prices in an exchange economy
11. An intertemporal capital asset pricing model
12. The multiple unit double auction
13. Mutual fund separation in financial theory-the separating distributions
14. Capital asset prices: A theory of market equilibrium under conditions of risk