Excess demand and equilibration in multi-security financial markets: The empirical evidence

Journal of Financial Markets

Volumn 6, Issue 1, 2003, Pages 1-21

  Asparouhova, Elena ^a   Bossaerts, Peter ^a,b   Plott, Charles ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b CEPR   (United Kingdom)

Author keywords

Asset pricing theory; Experimental finance; Market microstructure; Price discovery; Walrasian model

Indexed keywords

EID: 0037208469     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(02)00042-3     Document Type: Article

References (14)

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