Expectations structure in asset pricing experiments

Lecture Notes in Economics and Mathematical Systems

Volumn 550, Issue , 2005, Pages 11-26

  Bottazzi, Giulio ^a   Devetag, Giovanna ^b  

^a SCUOLA SUPERIORE SANT ANNA   (Italy)

^b UNIVERSITY OF TRENTO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38049116742     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-27296-8_2     Document Type: Conference Paper

References (9)

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2. Hommes C, Sonnemans J, Tuinstra J and van de Velden H (2002) Expectations and Bubbles in Asset Pricing Experiments. CeNDEF Working Paper, Amsterdam
3. Hommes C, Sonnemans J, Tuinstra J and van de Velden H (2002) Coordination of Expectations in Asset Pricing Experiments. CeNDEF Working Paper, Amsterdam
4. King RR, Smith VL, Williams AW and van Boening M (1993) The Robustness of Bubbles and Crashes in Experimental Stock Markets. In: Prigogine I, Day R and Chen P (eds) Nonlinear Dynamics and Evolutionary Economics. Oxford University Press, Oxford
5. Noussair CN, Robin S and Ruffieux B (2001) Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values. Experimental Economics 4:87-105
6. Porter DP, Smith VL (1995) Futures Contracting and Dividend Uncertainty in Experimental Asset Markets. Journal of Business 68:509-541
7. Smith VL, Suchanek GL and Williams AW (1988) Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets. Econometrica 56:1119-1151
8. Smith VL, van Boening M and Wellford CP (2000) Dividend Timing and Behavior in Laboratory Asset Markets. Economic Theory 16:567-583
9. Sunder S (1995) Experimental Asset Markets: A Survey. In: Kagel J and Roth A (eds) Handbook of Experimental Economics. Princeton University Press, Princeton, NJ