-
1
-
-
0001949247
-
A Model of Investor Sentiment
-
Barberis, Nicholas, Andrei Shleifer, and Robert Vishny. 1998. "A Model of Investor Sentiment." Journal of Financial Economics, 49(3): 307-43.
-
(1998)
Journal of Financial Economics
, vol.49
, Issue.3
, pp. 307-343
-
-
Barberis, N.1
Shleifer, A.2
Vishny, R.3
-
2
-
-
38049116742
-
Expectations Structure in Asset Pricing Experiments
-
ed. T. Lux, S. Reitz, and E. Samanidou, Berlin: Springer Verlag
-
Bottazzi, Giulio, and Maria G. Devetag. 2005. "Expectations Structure in Asset Pricing Experiments." In Nonlinear Dynamics and Heterogeneous Interacting Agents, Lecture Notes in Economics and Mathematical Systems 550, ed. T. Lux, S. Reitz, and E. Samanidou, 11-26. Berlin: Springer Verlag.
-
(2005)
Nonlinear Dynamics and Heterogeneous Interacting Agents, Lecture Notes in Economics and Mathematical Systems
, vol.550
, pp. 11-26
-
-
Bottazzi, G.1
Devetag, M.G.2
-
3
-
-
17544383711
-
Investor Sentiment and Asset Valuation
-
Brown, Gregory W., and Michael T. Cliff. 2005. "Investor Sentiment and Asset Valuation." Journal of Business, 78(2): 405-40.
-
(2005)
Journal of Business
, vol.78
, Issue.2
, pp. 405-440
-
-
Brown, G.W.1
Cliff, M.T.2
-
5
-
-
0002373493
-
The Monetary Dynamics of Hyperinflation
-
ed. M. Friedman, Chicago: University of Chicago Press
-
Cagan, Phillip. 1956. "The Monetary Dynamics of Hyperinflation." In Studies in the Quantity Theory of Money, ed. M. Friedman, 25-117. Chicago: University of Chicago Press.
-
(1956)
Studies in the Quantity Theory of Money
, pp. 25-117
-
-
Cagan, P.1
-
6
-
-
0008545587
-
Overreactions, Momentum, Liquidity and Price Bubbles in Laboratory and Field Asset Markets
-
Caginalp, Gunduz, David P. Porter, and Vernon L. Smith. 2000. "Overreactions, Momentum, Liquidity and Price Bubbles in Laboratory and Field Asset Markets." The Journal of Psychology and Financial Markets, 1(1): 24-28.
-
(2000)
The Journal of Psychology and Financial Markets
, vol.1
, Issue.1
, pp. 24-28
-
-
Caginalp, G.1
Porter, D.P.2
Smith, V.L.3
-
7
-
-
18644365144
-
Experience- Weighted Attraction Learning in Normal Form Games
-
Camerer, Colin F., and Teck-Hua Ho. 1999. "Experience- Weighted Attraction Learning in Normal Form Games." Econometrica, 67(4): 827-74.
-
(1999)
Econometrica
, vol.67
, Issue.4
, pp. 827-874
-
-
Camerer, C.F.1
Ho, T.2
-
8
-
-
0000866795
-
Price Formation in Single Call Markets
-
Cason, Timothy N., and Daniel Friedman. 1997. "Price Formation in Single Call Markets." Econometrica, 65(2): 311-45.
-
(1997)
Econometrica
, vol.65
, Issue.2
, pp. 311-345
-
-
Cason, T.N.1
Friedman, D.2
-
10
-
-
0002358115
-
Individual Learning in Normal Form Games: Some Laboratory Results
-
Cheung, Yin-Wong and Daniel Friedman. 1997. "Individual Learning in Normal Form Games: Some Laboratory Results." Games and Economic Behavior, 19(1): 46-76.
-
(1997)
Games and Economic Behavior
, vol.19
, Issue.1
, pp. 46-76
-
-
Cheung, Y.1
Friedman, D.2
-
11
-
-
0001939658
-
Adaptive Dynamics in Coordination Games
-
Crawford, Vincent P. 1995. "Adaptive Dynamics in Coordination Games." Econometrica, 63(1): 103-43.
-
(1995)
Econometrica
, vol.63
, Issue.1
, pp. 103-143
-
-
Crawford, V.P.1
-
13
-
-
33645749577
-
Bubbles and Experience: An Experiment
-
Dufwenberg, Martin, Tobias Lindqvist, and Evan Moore. 2005. "Bubbles and Experience: An Experiment." American Economic Review, 95(5): 1731-37.
-
(2005)
American Economic Review
, vol.95
, Issue.5
, pp. 1731-1737
-
-
Dufwenberg, M.1
Lindqvist, T.2
Moore, E.3
-
14
-
-
84972074627
-
Privileged Traders and Asset Market Efficiency: A Laboratory Study
-
Friedman, Daniel. 1993. "Privileged Traders and Asset Market Efficiency: A Laboratory Study." Journal of Financial and Quantitative Analysis, 28(4): 515-34.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, Issue.4
, pp. 515-534
-
-
Friedman, D.1
-
15
-
-
34248161108
-
z-Tree: Zurich Toolbox for Ready-made Economic Experiments
-
Fischbacher, Urs. 2007. "z-Tree: Zurich Toolbox for Ready-made Economic Experiments." Experimental Economics, 10(2): 171-78.
-
(2007)
Experimental Economics
, vol.10
, Issue.2
, pp. 171-178
-
-
Fischbacher, U.1
-
16
-
-
0344926002
-
Investor Sentiment and Stock Returns
-
Fisher, Kenneth L., and Meir Statman. 2000. "Investor Sentiment and Stock Returns." Financial Analysts Journal, 56(2): 16-23.
-
(2000)
Financial Analysts Journal
, vol.56
, Issue.2
, pp. 16-23
-
-
Fisher, K.L.1
Statman, M.2
-
17
-
-
84972074627
-
Privileged Traders and Asset Market Efficiency: A Laboratory Study
-
Friedman, Daniel. 1993. "Privileged Traders and Asset Market Efficiency: A Laboratory Study." Journal of Financial and Quantitative Analysis, 28(4): 515-34.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, Issue.4
, pp. 515-534
-
-
Friedman, D.1
-
19
-
-
0000086971
-
Trade and Revelation of Information through Prices and Direct Disclosures
-
Grundy, Bruce D., and Maureen McNichols. 1998. "Trade and Revelation of Information through Prices and Direct Disclosures." Review of Financial Studies, 2(4): 495-526.
-
(1998)
Review of Financial Studies
, vol.2
, Issue.4
, pp. 495-526
-
-
Grundy, B.D.1
McNichols, M.2
-
20
-
-
38049170441
-
Predictions, Behavior and Biases in Experimental Asset Markets
-
Unpublished
-
Haruvy, Ernan, and Charles N. Noussair. 2005. "Predictions, Behavior and Biases in Experimental Asset Markets." Unpublished.
-
(2005)
-
-
Haruvy, E.1
Noussair, C.N.2
-
21
-
-
33745686518
-
The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets
-
Haruvy, Ernan, and Charles N. Noussair. 2006. "The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets." Journal of Finance, 61(3): 1119-57.
-
(2006)
Journal of Finance
, vol.61
, Issue.3
, pp. 1119-1157
-
-
Haruvy, E.1
Noussair, C.N.2
-
22
-
-
21844507502
-
Differential Information and Dynamic Behavior of Stock Trading Volume
-
He, Hua, and Jiang Wang. 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume." Review of Financial Studies, 8(4): 919-72.
-
(1995)
Review of Financial Studies
, vol.8
, Issue.4
, pp. 919-972
-
-
He, H.1
Wang, J.2
-
23
-
-
26944440773
-
Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets
-
Unpublished
-
Hirota, Shinichi, and Sunder, Shyam. 2004. "Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets." Unpublished.
-
(2004)
-
-
Hirota, S.1
Sunder, S.2
-
24
-
-
24044513640
-
-
Hommes, Cars, Joep Sonnemans, Jan Tuinstra, and Henk van de Velden. 2005. Coordination of Expectations in Asset Pricing Experiments. Review of Financial Studies, 18(3): 955-80.
-
Hommes, Cars, Joep Sonnemans, Jan Tuinstra, and Henk van de Velden. 2005. "Coordination of Expectations in Asset Pricing Experiments." Review of Financial Studies, 18(3): 955-80.
-
-
-
-
25
-
-
0038432480
-
Asset Markets: How They Are Affected by Tournament Incentives for Individuals
-
James, Duncan, and R. Mark Isaac. 2000. "Asset Markets: How They Are Affected by Tournament Incentives for Individuals." American Economic Review, 90(4): 995-1004.
-
(2000)
American Economic Review
, vol.90
, Issue.4
, pp. 995-1004
-
-
James, D.1
Mark Isaac, R.2
-
26
-
-
0003269661
-
The Robustness of Bubbles and Crashes in Experimental Stock Markets
-
ed. Richard H. Day and Ping Chen, Oxford: Oxford University Press
-
King, Ronald R., Vernon L. Smith, Arlington W. Williams, and Mark V. Van Boening. 1993. "The Robustness of Bubbles and Crashes in Experimental Stock Markets." In Nonlinear Dynamics and Evolutionary Economics, ed. Richard H. Day and Ping Chen, 183-200. Oxford: Oxford University Press.
-
(1993)
Nonlinear Dynamics and Evolutionary Economics
, pp. 183-200
-
-
King, R.R.1
Smith, V.L.2
Williams, A.W.3
Van Boening, M.V.4
-
27
-
-
38049106576
-
Individual Behavior and Beliefs in Experimental Parimutuel Betting Markets
-
Unpublished
-
Koessler, Frederic, Charles N. Noussair, and Anthony Ziegelmeyer. 2005. "Individual Behavior and Beliefs in Experimental Parimutuel Betting Markets." Unpublished.
-
(2005)
-
-
Koessler, F.1
Noussair, C.N.2
Ziegelmeyer, A.3
-
28
-
-
84977736029
-
Investor Sentiment and the Closed-End Fund Puzzle
-
Lee, Charles M. C., Andrei Shleifer, and Richard H. Thaler. 1991. "Investor Sentiment and the Closed-End Fund Puzzle." Journal of Finance, 46(1): 75-109.
-
(1991)
Journal of Finance
, vol.46
, Issue.1
, pp. 75-109
-
-
Lee, C.M.C.1
Shleifer, A.2
Thaler, R.H.3
-
29
-
-
0036889464
-
Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment
-
Lee, Wayne Y., Christine X. Jiang, and Daniel C. Indro. 2002. "Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment." Journal of Banking and Finance, 26(12): 2277-99.
-
(2002)
Journal of Banking and Finance
, vol.26
, Issue.12
, pp. 2277-2299
-
-
Lee, W.Y.1
Jiang, C.X.2
Indro, D.C.3
-
30
-
-
0038432486
-
Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. ActualIrrationality
-
Lei, Vivian, Charles N. Noussair, and Charles R. Plott. 2001. "Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. ActualIrrationality." Econometrica, 69(4): 831-59.
-
(2001)
Econometrica
, vol.69
, Issue.4
, pp. 831-859
-
-
Lei, V.1
Noussair, C.N.2
Plott, C.R.3
-
31
-
-
0000397201
-
Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence
-
Marimon, Ramon, and Shyam Sunder. 1993. "Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence." Econometrica, 61(5): 1073-107.
-
(1993)
Econometrica
, vol.61
, Issue.5
, pp. 1073-1107
-
-
Marimon, R.1
Sunder, S.2
-
32
-
-
0000477291
-
Scoring Rules in Probability Assessment and Evaluation
-
Murphy, Allen H., and Robert L. Winkler. 1970. "Scoring Rules in Probability Assessment and Evaluation." Acta Psychologica, 34: 273-286.
-
(1970)
Acta Psychologica
, vol.34
, pp. 273-286
-
-
Murphy, A.H.1
Winkler, R.L.2
-
33
-
-
18244409227
-
Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values
-
Noussair, Charles, Stephane Robin, and Bernard Ruffleux. 2001. "Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values." Experimental Economics, 4(1): 87-105.
-
(2001)
Experimental Economics
, vol.4
, Issue.1
, pp. 87-105
-
-
Noussair, C.1
Robin, S.2
Ruffleux, B.3
-
34
-
-
38049131142
-
A Lesson from the Experimental Study of Markets: The Contrast in Efficiency between Service and Asset Markets
-
ed. P. Bourgine and J. Nadal, New York: Springer Verlag Publishers
-
Noussair, Charles N., and Bernard Ruffieux. 2004. "A Lesson from the Experimental Study of Markets: The Contrast in Efficiency between Service and Asset Markets." In Cognitive Economics: An Interdisciplinary Approach, ed. P. Bourgine and J. Nadal, 313-34. New York: Springer Verlag Publishers.
-
(2004)
Cognitive Economics: An Interdisciplinary Approach
, pp. 313-334
-
-
Noussair, C.N.1
Ruffieux, B.2
-
35
-
-
33744899122
-
Futures Markets and Bubble Formation in Experimental Asset Markets
-
Noussair, Charles, and Steven Tucker. 2006. "Futures Markets and Bubble Formation in Experimental Asset Markets." Pacific Economic Review, 11(2): 167-84.
-
(2006)
Pacific Economic Review
, vol.11
, Issue.2
, pp. 167-184
-
-
Noussair, C.1
Tucker, S.2
-
36
-
-
21844515590
-
Futures Contracting and Dividend Uncertainty in Experimental Asset Markets
-
Porter, David P., and Vernon L. Smith. 1995. "Futures Contracting and Dividend Uncertainty in Experimental Asset Markets." Journal of Business, 68(4): 509-41.
-
(1995)
Journal of Business
, vol.68
, Issue.4
, pp. 509-541
-
-
Porter, D.P.1
Smith, V.L.2
-
37
-
-
0001547941
-
Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets
-
Smith, Vernon L., Gerry L. Suchanek, and Arlington W. Williams. 1988. "Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets." Econometrica, 56(5): 1119-51.
-
(1988)
Econometrica
, vol.56
, Issue.5
, pp. 1119-1151
-
-
Smith, V.L.1
Suchanek, G.L.2
Williams, A.W.3
-
38
-
-
3342946022
-
-
Sonnemans, Joep, Cars H. Hommes, Jan Tuinstra, and Henk van de Velden. 2004. The Instability of a Heterogeneous Cobweb Economy: A Strategy Experiment on Expectation Formation. Journal of Economic Behavior and Organization, 54(4): 453-81.
-
Sonnemans, Joep, Cars H. Hommes, Jan Tuinstra, and Henk van de Velden. 2004. "The Instability of a Heterogeneous Cobweb Economy: A Strategy Experiment on Expectation Formation." Journal of Economic Behavior and Organization, 54(4): 453-81.
-
-
-
-
39
-
-
0000763571
-
Experimental Asset Markets: A Survey
-
ed. John H. Kagel and Alvin E. Roth, Princeton: Princeton University Press
-
Sunder, Shyam. 1995. "Experimental Asset Markets: A Survey." In The Handbook of Experimental Economics, ed. John H. Kagel and Alvin E. Roth, 445-500. Princeton: Princeton University Press.
-
(1995)
The Handbook of Experimental Economics
, pp. 445-500
-
-
Sunder, S.1
-
40
-
-
21144477357
-
Price Bubbles and Crashes in Experimental Call Markets
-
Van Boening, Mark V., Arlington W. Williams, and Shawn LaMaster. 1993. "Price Bubbles and Crashes in Experimental Call Markets." Economics Letters, 41(2): 179-85.
-
(1993)
Economics Letters
, vol.41
, Issue.2
, pp. 179-185
-
-
Van Boening, M.V.1
Williams, A.W.2
LaMaster, S.3
|