Chapter 29 Price Bubbles in Large Financial Asset Markets

Handbook of Experimental Economics Results

Volumn 1, Issue C, 2008, Pages 242-246

  Williams, Arlington W ^a  

^a INDIANA UNIVERSITY   (United States)

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Indexed keywords

EID: 77957065463     PISSN: 15740722     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-0722(07)00029-7     Document Type: Review

References (5)

1. Isaac R.M., Walker J.M., and Williams A.W. Group size and the voluntary provision of public goods: Experimental evidence utilizing very large groups. Journal of Public Economics 54 (1994) 1-36
2. King R.R., Smith V.L., Williams A.W., and Van Boening M. The robustness of bubbles and crashes in experimental stock markets. In: Day R.H., and Chen P. (Eds). Nonlinear Dynamics and Evolutionary Economics (1993), Oxford University Press, Oxford 183-200
3. Smith V.L., Suchanek G.L., and Williams A.W. Bubbles, crashes and endogenous expectations in experimental spot asset markets. Econometrica 56 (1988) 1119-1151
4. Van Boening M., Williams A.W., and LaMaster S. Price bubbles and crashes in experimental call markets. Economics Letters 41 (1993) 179-185
5. Williams A.W., and Walker J.M. Computerized laboratory exercises for microeconomics education: Three applications motivated by experimental economics. Journal of Economic Education 24 (1993) 291-315