Margin, short selling, and lotteries in experimental asset markets

Southern Economic Journal

Volumn 73, Issue 2, 2006, Pages 419-436

  Ackert, Lucy F ^a,b   Charupat, Narat ^c   Church, Bryan K ^d   Deaves, Richard ^c  

^a KENNESAW STATE UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF ATLANTA   (United States)

^c MCMASTER UNIVERSITY   (Canada)

^d GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750897267     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/20111899     Document Type: Article

References (4)

1. Weber, Joseph. 2000. The case against single-stock futures. Business Week, 22 May, 120-21.
2. Weiss, Gary. 1996. The secret world of short sellers. Business Week, 5 August, 62-8.
3. White, Eugene N. 1990. The stock market boom and crash of 1929 revisited. Journal of Economic Perspectives 4(2):67-83.
4. Williams, Arlington W. 1987. The formation of price forecasts in experimental markets. Journal of Money, Credit, and Banking 19(1)1-18.