-
1
-
-
4944228629
-
The effects of subject pool and design experience on rationality in experimental asset markets
-
Ackert, L.F. Church, B.K.: The effects of subject pool and design experience on rationality in experimental asset markets. J. Psychol. Financ. Market 2(1), 6-28 (2001)
-
(2001)
J. Psychol. Financ. Market
, vol.2
, Issue.1
, pp. 6-28
-
-
Ackert, L.F.1
Church, B.K.2
-
2
-
-
0042919410
-
An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior
-
Ackert, L.F. Church, B.K. Jayaraman, N.: An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior. J. Financ. Market. 4, 185-208 (2001)
-
(2001)
J. Financ. Market.
, vol.4
, pp. 185-208
-
-
Ackert, L.F.1
Church, B.K.2
Jayaraman, N.3
-
4
-
-
33750897267
-
Margin, short selling, and lotteries in experimental asset markets
-
Ackert, L.F. Charupat, N. Church, B.K. Deaves, R.: Margin, short selling, and lotteries in experimental asset markets. South. Econ. J. 73(2), 419-436 (2006b)
-
(2006)
South. Econ. J.
, vol.73
, Issue.2
, pp. 419-436
-
-
Ackert, L.F.1
Charupat, N.2
Church, B.K.3
Deaves, R.4
-
5
-
-
33646477995
-
An experimental examination of the house money effect in a multi-period setting
-
Ackert, L.F. Charupat, N. Church, B.K. Deaves, R.: An experimental examination of the house money effect in a multi-period setting. Exp. Econ. 9, 5-16 (2006c)
-
(2006)
Exp. Econ.
, vol.9
, pp. 5-16
-
-
Ackert, L.F.1
Charupat, N.2
Church, B.K.3
Deaves, R.4
-
6
-
-
33846254501
-
Information cascades: Evidence from a field experiment with financial market professionals
-
Alevy, J.E. Haigh, M.S. List, J.A.: Information cascades: evidence from a field experiment with financial market professionals. J. Financ. 62(1), 151-180 (2007)
-
(2007)
J. Financ.
, vol.62
, Issue.1
, pp. 151-180
-
-
Alevy, J.E.1
Haigh, M.S.2
List, J.A.3
-
8
-
-
38949092058
-
Finite bubbles with short sale constraints and asymmetric information
-
Allen, F. Morris, S. Postlewaite, A.: Finite bubbles with short sale constraints and asymmetric information. J. Econ. Theory 61, 206-229 (1993)
-
(1993)
J. Econ. Theory
, vol.61
, pp. 206-229
-
-
Allen, F.1
Morris, S.2
Postlewaite, A.3
-
10
-
-
0000508007
-
Asset pricing and the bid-ask spread
-
Amihud, Y. Mendelson, H.: Asset pricing and the bid-ask spread. J. Financ. Econ. 17, 223-250 (1986)
-
(1986)
J. Financ. Econ.
, vol.17
, pp. 223-250
-
-
Amihud, Y.1
Mendelson, H.2
-
11
-
-
0002672926
-
Liquidity, asset prices, and financial policy
-
Amihud, Y. Mendelson, H.: Liquidity, asset prices, and financial policy. Financ. Analysts. J. 47, 56-66 (1991)
-
(1991)
Financ. Analysts. J.
, vol.47
, pp. 56-66
-
-
Amihud, Y.1
Mendelson, H.2
-
12
-
-
79960199153
-
-
Florida State University and Grand Valley State University, Working Paper
-
Ang, J.S., Diavatopoulos, D., Schwarz, T.: The creation and control of speculative bubbles in a laboratory setting. Florida State University and Grand Valley State University, Working Paper (1992)
-
(1992)
The creation and control of speculative bubbles in a laboratory setting
-
-
Ang, J.S.1
Diavatopoulos, D.2
Schwarz, T.3
-
13
-
-
0003833116
-
-
Working Paper, doi: 10.2139, ssrn.2252
-
Arthur, B.W., Holland, J.H., LeBaron, B., Palmer, R., Tayler, P.: Asset pricing under endogenous expectations in an artificial stock market. Working Paper, doi: 10.2139, ssrn.2252 (1996)
-
(1996)
Asset pricing under endogenous expectations in an artificial stock market
-
-
Arthur, B.W.1
Holland, J.H.2
LeBaron, B.3
Palmer, R.4
Tayler, P.5
-
15
-
-
79958773466
-
Economic theory and asset bubbles
-
Barlevy, G.: Economic theory and asset bubbles. Econ. Perspec 3rd Quarter, 44-59 (2007)
-
(2007)
Econ. Perspec 3rd Quarter
, pp. 44-59
-
-
Barlevy, G.1
-
17
-
-
0000372077
-
Specimen Theoriae novae de mensura sortis
-
English translation in Econometrica 22, 23-36 (1954)
-
Bernoulli, D.: Specimen Theoriae novae de mensura sortis. Commentarii Academiae Scientiarum Imperialis Petropolitanae 5, 175-192 (1738). English translation in Econometrica 22, 23-36 (1954)
-
(1738)
Commentarii Academiae Scientiarum Imperialis Petropolitanae
, vol.5
, pp. 175-192
-
-
Bernoulli, D.1
-
18
-
-
84993660879
-
Public information arrival
-
Berry, T.D. Howe, K.M.: Public information arrival. J. Financ. 49(4), 1331-1346 (1994)
-
(1994)
J. Financ.
, vol.49
, Issue.4
, pp. 1331-1346
-
-
Berry, T.D.1
Howe, K.M.2
-
19
-
-
21844482887
-
Insider and liquidity trading in stock and options markets
-
Biais, B. Hillion, P.: Insider and liquidity trading in stock and options markets. Rev. Financ. Stud. 7(4), 743-780 (1994)
-
(1994)
Rev. Financ. Stud.
, vol.7
, Issue.4
, pp. 743-780
-
-
Biais, B.1
Hillion, P.2
-
20
-
-
84896515917
-
Noise
-
Black, F.: Noise. J. Financ. 16, 529-543 (1986)
-
(1986)
J. Financ.
, vol.16
, pp. 529-543
-
-
Black, F.1
-
21
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F. Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637-654 (1973)
-
(1973)
J. Polit. Econ.
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
22
-
-
0004159817
-
-
McGraw-Hill, New York
-
Bodie, Z. Kane, A. Marcus, A.J.: Investments, 6 International Edition. McGraw-Hill, New York (2005)
-
(2005)
Investments, 6 International Edition
-
-
Bodie, Z.1
Kane, A.2
Marcus, A.J.3
-
23
-
-
0031906822
-
Initial cash, asset ratio and asset prices: An experimental study
-
Caginalp, G. Porter, D. Smith, V.L.: Initial cash, asset ratio and asset prices: an experimental study. Proc. Natl. Acad. Sci. USA 95, 756-761 (1998)
-
(1998)
Proc. Natl. Acad. Sci. USA
, vol.95
, pp. 756-761
-
-
Caginalp, G.1
Porter, D.2
Smith, V.L.3
-
24
-
-
0034582552
-
Momentum and overreaction in experimental asset markets
-
Caginalp, G. Porter, D. Smith, V.L.: Momentum and overreaction in experimental asset markets. Int. J. Indust. Organ 18, 187-204 (2000a)
-
(2000)
Int. J. Indust. Organ
, vol.18
, pp. 187-204
-
-
Caginalp, G.1
Porter, D.2
Smith, V.L.3
-
25
-
-
0008545587
-
Overreactions, momentum, liquidity, and price bubbles in laboratory and field asset markets
-
Caginalp, G. Porter, D. Smith, V.L.: Overreactions, momentum, liquidity, and price bubbles in laboratory and field asset markets. J. Psychol. Financ. Market 1(1), 24-48 (2000b)
-
(2000)
J. Psychol. Financ. Market
, vol.1
, Issue.1
, pp. 24-48
-
-
Caginalp, G.1
Porter, D.2
Smith, V.L.3
-
26
-
-
2942643394
-
Financial bubbles: Excess cash, momentum, and incomplete information
-
Caginalp, G. Porter, D. Smith, V.L.: Financial bubbles: excess cash, momentum, and incomplete information. J. Psychol. Financ. Market. 2(2), 80-99 (2001)
-
(2001)
J. Psychol. Financ. Market.
, vol.2
, Issue.2
, pp. 80-99
-
-
Caginalp, G.1
Porter, D.2
Smith, V.L.3
-
27
-
-
77951253865
-
Do speculative stocks lower prices and increase volatility of value stocks?
-
Caginalp, G. Ilieva, V. Porter, D. Smith, V.L.: Do speculative stocks lower prices and increase volatility of value stocks? J. Psychol. Financ. Market 3(2), 118-132 (2002)
-
(2002)
J. Psychol. Financ. Market
, vol.3
, Issue.2
, pp. 118-132
-
-
Caginalp, G.1
Ilieva, V.2
Porter, D.3
Smith, V.L.4
-
28
-
-
0000339461
-
Do biases in probability judgment matter in markets? Experimental evidence
-
Camerer, C.F.: Do biases in probability judgment matter in markets? Experimental evidence. Am Econ Rev 77(5), 981-997 (1987)
-
(1987)
Am Econ Rev
, vol.77
, Issue.5
, pp. 981-997
-
-
Camerer, C.F.1
-
29
-
-
84993912261
-
Bubbles and fads in asset prices
-
Camerer, C.F.: Bubbles and fads in asset prices. J. Econ. Surv. 3(1), 3-41 (1989)
-
(1989)
J. Econ. Surv.
, vol.3
, Issue.1
, pp. 3-41
-
-
Camerer, C.F.1
-
30
-
-
0033270827
-
The Effects of financial incentives in experiments: A review and capital-labor-production framework
-
Camerer, C.F. Hogarth, R.M.: The Effects of financial incentives in experiments: a review and capital-labor-production framework. J. Risk. Uncert. 19(1-3), 7-42 (1999)
-
(1999)
J. Risk. Uncert.
, vol.19
, Issue.1-3
, pp. 7-42
-
-
Camerer, C.F.1
Hogarth, R.M.2
-
31
-
-
0001633382
-
Information mirages in experimental asset markets
-
Camerer, C.F. Weigelt, K.: Information mirages in experimental asset markets. J. Bus. 64(4), 463-493 (1991)
-
(1991)
J. Bus.
, vol.64
, Issue.4
, pp. 463-493
-
-
Camerer, C.F.1
Weigelt, K.2
-
32
-
-
0033476049
-
The effect of derivative assets an information acquisition and price behavior in a rational expectations equilibrium
-
Cao, H.H.: The effect of derivative assets an information acquisition and price behavior in a rational expectations equilibrium. Rev. Financ. Stud. 12, 131-163 (1999)
-
(1999)
Rev. Financ. Stud.
, vol.12
, pp. 131-163
-
-
Cao, H.H.1
-
33
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart, M.M.: On persistence in mutual fund performance. J. Financ. 52(1), 57-82 (1997)
-
(1997)
J. Financ.
, vol.52
, Issue.1
, pp. 57-82
-
-
Carhart, M.M.1
-
35
-
-
0030215291
-
Price formation in double auction markets
-
Cason, T.N. Friedman, D.: Price formation in double auction markets. J. Econ. Dyn. Control 20, 1307-1337 (1996)
-
(1996)
J. Econ. Dyn. Control
, vol.20
, pp. 1307-1337
-
-
Cason, T.N.1
Friedman, D.2
-
36
-
-
59549084645
-
Do sunspots matter?
-
Cass, D. Shell, K.: Do sunspots matter? J. Polit. Econ. 91(2), 193-227 (1983)
-
(1983)
J. Polit. Econ.
, vol.91
, Issue.2
, pp. 193-227
-
-
Cass, D.1
Shell, K.2
-
37
-
-
2942705956
-
Informed trading in stock and option markets
-
Chakravarty, S. Gulen, H. Mayhew, S.: Informed trading in stock and option markets. J. Financ. 59(3), 1235-1257 (2004)
-
(2004)
J. Financ.
, vol.59
, Issue.3
, pp. 1235-1257
-
-
Chakravarty, S.1
Gulen, H.2
Mayhew, S.3
-
38
-
-
0002005528
-
An experimental imperfect market
-
Chamberlin, E.H.: An experimental imperfect market. J. Polit. Econ. 56(2), 95-108 (1948)
-
(1948)
J. Polit. Econ.
, vol.56
, Issue.2
, pp. 95-108
-
-
Chamberlin, E.H.1
-
39
-
-
0037261629
-
Predicting the future
-
Chen, K. Fine, L.R. Huberman, B.A.: Predicting the future. Inf. Syst. Front 5(1), 47-61 (2003)
-
(2003)
Inf. Syst. Front
, vol.5
, Issue.1
, pp. 47-61
-
-
Chen, K.1
Fine, L.R.2
Huberman, B.A.3
-
40
-
-
43049156148
-
The information content of stock split announcements: Do options matter?
-
Chern, K.-Y. Tandon, K. Yu, S. Webb, G.: The information content of stock split announcements: do options matter? J. Bank. Financ. 32(6), 930-946 (2008)
-
(2008)
J. Bank. Financ.
, vol.32
, Issue.6
, pp. 930-946
-
-
Chern, K.-Y.1
Tandon, K.2
Yu, S.3
Webb, G.4
-
42
-
-
0001148167
-
Time-variation in expected returns
-
Conrad, J. Kaul, G.: Time-variation in expected returns. J. Bus. 61, 409-425 (1988)
-
(1988)
J. Bus.
, vol.61
, pp. 409-425
-
-
Conrad, J.1
Kaul, G.2
-
44
-
-
79960182361
-
-
Universidad Carlos III De Madrid, Working Paper, Madrid
-
Corgnet, B. Kujal, P. Porter, D.: Uninformative Announcements and Asset Trading Behavior. Universidad Carlos III De Madrid, Working Paper, Madrid (2007)
-
(2007)
Uninformative Announcements and Asset Trading Behavior
-
-
Corgnet, B.1
Kujal, P.2
Porter, D.3
-
46
-
-
0001170644
-
Futures trading and market information
-
Cox, C.C.: Futures trading and market information. J. Polit. Econ. 84(6), 1215-1237 (1976)
-
(1976)
J. Polit. Econ.
, vol.84
, Issue.6
, pp. 1215-1237
-
-
Cox, C.C.1
-
47
-
-
0002897891
-
The behavior of stock market prices on fridays and mondays
-
Cross, F.: The behavior of stock market prices on fridays and mondays. Financ. Analysts J. 29(6), 67-69 (1973)
-
(1973)
Financ. Analysts J.
, vol.29
, Issue.6
, pp. 67-69
-
-
Cross, F.1
-
48
-
-
1342333088
-
Does the option to cancel an order in a double auction market matter?
-
Crowley, S. Sade, O.: Does the option to cancel an order in a double auction market matter? Econ. Lett. 83, 89-97 (2004)
-
(2004)
Econ. Lett.
, vol.83
, pp. 89-97
-
-
Crowley, S.1
Sade, O.2
-
52
-
-
84900013243
-
Does the stock market overreact?
-
De Bondt, W.F.M. Thaler, R.: Does the stock market overreact? J. Financ. 15, 793-805 (1985)
-
(1985)
J. Financ.
, vol.15
, pp. 793-805
-
-
de Bondt, W.F.M.1
Thaler, R.2
-
53
-
-
33748572622
-
Stock market quality in the presence of a traded option
-
De Jong, C. Koedijk, K.G. Schnitzlein, C.R.: Stock market quality in the presence of a traded option. J. Bus. 79(4), 2243-2274 (2006)
-
(2006)
J. Bus.
, vol.79
, Issue.4
, pp. 2243-2274
-
-
de Jong, C.1
Koedijk, K.G.2
Schnitzlein, C.R.3
-
54
-
-
84977712440
-
Positive feedback investment strategies and destabilizing rational speculation
-
De Long, J.B. Shleifer, A. Summers, L.H. Waldmann, R.J.: Positive feedback investment strategies and destabilizing rational speculation. J. Financ. 45(2), 379-395 (1990)
-
(1990)
J. Financ.
, vol.45
, Issue.2
, pp. 379-395
-
-
de Long, J.B.1
Shleifer, A.2
Summers, L.H.3
Waldmann, R.J.4
-
55
-
-
0000754766
-
Explosive rational bubbles in stock prices?
-
Diba, B.T. Grossman, H.I.: Explosive rational bubbles in stock prices? Am. Econ. Rev. 78(3), 520-530 (1988)
-
(1988)
Am. Econ. Rev.
, vol.78
, Issue.3
, pp. 520-530
-
-
Diba, B.T.1
Grossman, H.I.2
-
56
-
-
0030551225
-
A new dividend forecasting procedure that rejects bubbles in asset prices: The case of 1929's stock crash
-
Donaldson, R.G. Kamstra, M.: A new dividend forecasting procedure that rejects bubbles in asset prices: the case of 1929's stock crash. Rev. Financ. Stud. 9(2), 333-383 (1996)
-
(1996)
Rev. Financ. Stud.
, vol.9
, Issue.2
, pp. 333-383
-
-
Donaldson, R.G.1
Kamstra, M.2
-
57
-
-
33645749577
-
Bubbles and experience: An experiment
-
Dufwenberg, N. Lindqvist, T. Moore, E.: Bubbles and experience: an experiment. Am. Econ. Rev. 95(5), 1731-1737 (2005)
-
(2005)
Am. Econ. Rev.
, vol.95
, Issue.5
, pp. 1731-1737
-
-
Dufwenberg, N.1
Lindqvist, T.2
Moore, E.3
-
58
-
-
0001522342
-
A comparison of naïve and experienced bidders in common value offer auctions: A laboratory analysis
-
Dyer, D. Kagel, J.H. Levin, D.: A comparison of naïve and experienced bidders in common value offer auctions: a laboratory analysis. Econ. J. 99, 108-115 (1989)
-
(1989)
Econ. J.
, vol.99
, pp. 108-115
-
-
Dyer, D.1
Kagel, J.H.2
Levin, D.3
-
59
-
-
0002997803
-
Theories of price formation and exchange in double oral auctions
-
Friedman, D., Geankoplos, J., Lane, D., Rust, J. (eds.), Santa Fe Institute Studies in the Sciences of Complexity, Proceedings, Addison-Wesley, Reading, MA
-
Easley, D., Ledyard, J.O.: Theories of price formation and exchange in double oral auctions. In: Friedman, D., Geankoplos, J., Lane, D., Rust, J. (eds.) The Double Auction Market: Institutions, Theories and Evidence. Santa Fe Institute Studies in the Sciences of Complexity, Proceedings, vol. 15. Addison-Wesley, Reading, MA (1992)
-
(1992)
The Double Auction Market: Institutions, Theories and Evidence
, vol.15
-
-
Easley, D.1
Ledyard, J.O.2
-
60
-
-
0040165095
-
Option volume and stock prices: Evidence on where informed traders trade
-
Easley, D. O'Hara, M. Srinivas, P.S.: Option volume and stock prices: evidence on where informed traders trade. J. Financ. 53, 431-465 (1998)
-
(1998)
J. Financ.
, vol.53
, pp. 431-465
-
-
Easley, D.1
O'Hara, M.2
Srinivas, P.S.3
-
61
-
-
0038134652
-
Volunteers and pseudo-volunteers: The effect of recruitment method in dictator experiments
-
Eckel, C.C. Grossman, P.J.: Volunteers and pseudo-volunteers: the effect of recruitment method in dictator experiments. Exp. Econ. 3, 107-120 (2000)
-
(2000)
Exp. Econ.
, vol.3
, pp. 107-120
-
-
Eckel, C.C.1
Grossman, P.J.2
-
63
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama, E.: Efficient capital markets: A review of theory and empirical work. J. Financ. 25, 384-417 (1970)
-
(1970)
J. Financ.
, vol.25
, pp. 384-417
-
-
Fama, E.1
-
64
-
-
0000029776
-
Efficient capital markets: II
-
Fama, E.: Efficient capital markets: II. J. Financ. 46, 1575-1617 (1991)
-
(1991)
J. Financ.
, vol.46
, pp. 1575-1617
-
-
Fama, E.1
-
65
-
-
0346207692
-
Market efficiency, long-term returns, and behavioral finance
-
Fama, E.: Market efficiency, long-term returns, and behavioral finance. J. Financ. Econ. 49, 283-306 (1998)
-
(1998)
J. Financ. Econ.
, vol.49
, pp. 283-306
-
-
Fama, E.1
-
66
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, E.F. French, K.R.: Permanent and temporary components of stock prices. J. Polit. Econ. 96, 246-273 (1988)
-
(1988)
J. Polit. Econ.
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
67
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, E.F. French, K.R.: Common risk factors in the returns on stocks and bonds. J. Financ. Econ. 33(1), 3-56 (1993)
-
(1993)
J. Financ. Econ.
, vol.33
, Issue.1
, pp. 3-56
-
-
Fama, E.F.1
French, K.R.2
-
68
-
-
84993650709
-
Options, short sales, and market completeness
-
Figlewski, S. Webb, G.: Options, short sales, and market completeness. J. Financ. 48, 761-777 (1993)
-
(1993)
J. Financ.
, vol.48
, pp. 761-777
-
-
Figlewski, S.1
Webb, G.2
-
69
-
-
34248161108
-
z-Tree: Zurich toolbox for ready-made economic experiments
-
Fischbacher, U.: z-Tree: Zurich toolbox for ready-made economic experiments. Exp. Econ. 10(2), 171-178 (2007)
-
(2007)
Exp. Econ.
, vol.10
, Issue.2
, pp. 171-178
-
-
Fischbacher, U.1
-
70
-
-
0033673554
-
Experimental foreign exchange markets
-
Fisher, E. O.N. Kelly, F.S.: Experimental foreign exchange markets. Pac. Econ. Rev. 5(3), 365-387 (2000)
-
(2000)
Pac. Econ. Rev.
, vol.5
, Issue.3
, pp. 365-387
-
-
Fisher, E.O.N.1
Kelly, F.S.2
-
71
-
-
0000305657
-
Asset valuation in an experimental market
-
Forsythe, R. Palfrey, T.R. Plott, C.R.: Asset valuation in an experimental market. Econometrica 50(3), 537-567 (1982)
-
(1982)
Econometrica
, vol.50
, Issue.3
, pp. 537-567
-
-
Forsythe, R.1
Palfrey, T.R.2
Plott, C.R.3
-
72
-
-
0001982121
-
Futures markets and informational efficiency: A laboratory examination
-
Forsythe, R. Palfrey, T.R. Plott, C.R.: Futures markets and informational efficiency: A laboratory examination. J. Financ. 39(4), 955-981 (1984)
-
(1984)
J. Financ.
, vol.39
, Issue.4
, pp. 955-981
-
-
Forsythe, R.1
Palfrey, T.R.2
Plott, C.R.3
-
73
-
-
0000261158
-
Anatomy of an experimental political stock market
-
Forsythe, R. Nelson, F. Neumann, G.R. Wright, J.: Anatomy of an experimental political stock market. Am. Econ. Rev. 82(5), 1142-1161 (1992)
-
(1992)
Am. Econ. Rev.
, vol.82
, Issue.5
, pp. 1142-1161
-
-
Forsythe, R.1
Nelson, F.2
Neumann, G.R.3
Wright, J.4
-
74
-
-
49149143225
-
Stock returns and the weekend effect
-
French, K.: Stock returns and the weekend effect. J. Financ. Econ. 8, 55-69 (1980)
-
(1980)
J. Financ. Econ.
, vol.8
, pp. 55-69
-
-
French, K.1
-
75
-
-
0040658601
-
Stock prices and social dynamics: Comments and discussion
-
Friedman, B.: Stock prices and social dynamics: comments and discussion. Brooking Pap. Econ. Act. 2, 504-508 (1984a)
-
(1984)
Brooking Pap. Econ. Act.
, vol.2
, pp. 504-508
-
-
Friedman, B.1
-
76
-
-
0002404968
-
On the efficiency of experimental double auction markets
-
Friedman, D.: On the efficiency of experimental double auction markets. Am. Econ. Rev. 74(1), 60-72 (1984b)
-
(1984)
Am. Econ. Rev.
, vol.74
, Issue.1
, pp. 60-72
-
-
Friedman, D.1
-
77
-
-
3142526505
-
The informational role of futures markets: Some experimental evidence
-
Streit, M.E. (ed.), Basil Blackwell, Oxford
-
Friedman, D. Harrison, G.W. Salmon, J.W.: The informational role of futures markets: some experimental evidence. In: Streit, M.E. (ed.) Futures Markets-Modelling. Managing and Monitoring Futures Trading. Basil Blackwell, Oxford (1983)
-
(1983)
Futures Markets-Modelling. Managing and Monitoring Futures Trading
-
-
Friedman, D.1
Harrison, G.W.2
Salmon, J.W.3
-
78
-
-
84934562201
-
The informational efficiency of experimental asset markets
-
Friedman, D. Harrison, G.W. Salmon, J.W.: The informational efficiency of experimental asset markets. J. Polit. Econ. 92(3), 349-408 (1984)
-
(1984)
J. Polit. Econ.
, vol.92
, Issue.3
, pp. 349-408
-
-
Friedman, D.1
Harrison, G.W.2
Salmon, J.W.3
-
79
-
-
0003703286
-
-
Santa Fe Institute Studies in the Sciences of Complexity, Proceedings, Addison-Wesley, Reading, MA
-
Friedman, D., Geankoplos, J., Lane, D., Rust, J. (eds.): The Double Auction Market: Institutions, Theories and Evidence. Santa Fe Institute Studies in the Sciences of Complexity, Proceedings, vol. 15. Addison-Wesley, Reading, MA (1992)
-
(1992)
The Double Auction Market: Institutions, Theories and Evidence
, vol.15
-
-
Friedman, D.1
Geankoplos, J.2
Lane, D.3
Rust, J.4
-
80
-
-
35449003668
-
The real effects of asset market bubbles: Loan-and firm-level evidence of a lending channel
-
Gan, J.: The real effects of asset market bubbles: loan-and firm-level evidence of a lending channel. Rev. Financ. Stud. 20(5), 1941-1973 (2007)
-
(2007)
Rev. Financ. Stud.
, vol.20
, Issue.5
, pp. 1941-1973
-
-
Gan, J.1
-
81
-
-
0000334056
-
Day of the week effects and asset returns
-
Gibbons, M. Hess, P.: Day of the week effects and asset returns. J. Bus. 54, 579-596 (1981)
-
(1981)
J. Bus.
, vol.54
, pp. 579-596
-
-
Gibbons, M.1
Hess, P.2
-
82
-
-
72949083817
-
Allocative efficiency of markets with zero-intelligence traders: Market as a partial substitute for individual rationality
-
Gode, D.K. Sunder, S.: Allocative efficiency of markets with zero-intelligence traders: market as a partial substitute for individual rationality. J. Polit. Econ. 101(1), 119-137 (1993)
-
(1993)
J. Polit. Econ.
, vol.101
, Issue.1
, pp. 119-137
-
-
Gode, D.K.1
Sunder, S.2
-
83
-
-
33846843153
-
Human and artificially intelligent traders in a double auction market: Experimental evidence
-
Carley, K. Prietula, M. (eds.), Lawrence Erlbaum Associates, Hillsdale, New Jersey
-
Gode, D.K. Sunder, S.: Human and artificially intelligent traders in a double auction market: experimental evidence. In: Carley, K. Prietula, M. (eds.) Computational Organization Theory. Lawrence Erlbaum Associates, Hillsdale, New Jersey (1994)
-
(1994)
Computational Organization Theory
-
-
Gode, D.K.1
Sunder, S.2
-
86
-
-
84944832265
-
On the efficiency of competitive stock markets where trades have diverse information
-
Grossman, S.J.: On the efficiency of competitive stock markets where trades have diverse information. J. Financ. 31(2), 573-585 (1976)
-
(1976)
J. Financ.
, vol.31
, Issue.2
, pp. 573-585
-
-
Grossman, S.J.1
-
87
-
-
0001272649
-
An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
-
Grossman, S.J.: An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies. J. Bus. 61(3), 275-298 (1988)
-
(1988)
J. Bus.
, vol.61
, Issue.3
, pp. 275-298
-
-
Grossman, S.J.1
-
88
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman, S.J. Stiglitz, J.E.: On the impossibility of informationally efficient markets. Am. Econ. Rev. 70, 393-408 (1980)
-
(1980)
Am. Econ. Rev.
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.E.2
-
90
-
-
0031116034
-
Financial markets with asymmetric information: A pilot study focusing on insider advantages
-
Guth, W. Krahnen, J.P. Rieck, C.: Financial markets with asymmetric information: a pilot study focusing on insider advantages. J. Econ. Psychol. 18, 235-257 (1997)
-
(1997)
J. Econ. Psychol.
, vol.18
, pp. 235-257
-
-
Guth, W.1
Krahnen, J.P.2
Rieck, C.3
-
92
-
-
84959812265
-
Speculative investor behavior in a stock market with heterogeneous expectations
-
Harrison, J.M. Kreps, D.M.: Speculative investor behavior in a stock market with heterogeneous expectations. Q. J. Econ. 92(2), 323-336 (1978)
-
(1978)
Q. J. Econ.
, vol.92
, Issue.2
, pp. 323-336
-
-
Harrison, J.M.1
Kreps, D.M.2
-
93
-
-
33745686518
-
The effect of short selling on bubbles and crashes in experimental spot asset markets
-
Haruvy, E. Noussair, C.N.: The effect of short selling on bubbles and crashes in experimental spot asset markets. J. Financ. 61(3), 1119-1157 (2006)
-
(2006)
J. Financ.
, vol.61
, Issue.3
, pp. 1119-1157
-
-
Haruvy, E.1
Noussair, C.N.2
-
94
-
-
38049178223
-
Traders' expectations in asset markets: Experimental evidence
-
Haruvy, E. Lahav, Y. Noussair, C.N.: Traders' expectations in asset markets: experimental evidence. Am. Econ. Rev. 97(5), 1901-1920 (2007)
-
(2007)
Am. Econ. Rev.
, vol.97
, Issue.5
, pp. 1901-1920
-
-
Haruvy, E.1
Lahav, Y.2
Noussair, C.N.3
-
95
-
-
84993849369
-
One security, many markets: Determining the contributions to price discovery
-
Hasbrouck, J.: One security, many markets: Determining the contributions to price discovery. J. Financ. 50(4), 1175-1199 (1995)
-
(1995)
J. Financ.
, vol.50
, Issue.4
, pp. 1175-1199
-
-
Hasbrouck, J.1
-
96
-
-
0002381434
-
European equity markets: A Review of the evidence on price behaviour and efficiency
-
Hawawini, G.A. Michel, P.A. (eds.), Garland Publishing, New York
-
Hawawini, G.A.: European equity markets: a Review of the evidence on price behaviour and efficiency. In: Hawawini, G.A. Michel, P.A. (eds.) European equity markets-risk return and efficiency. Garland Publishing, New York (1984)
-
(1984)
European equity markets-risk return and efficiency
-
-
Hawawini, G.A.1
-
99
-
-
34247588703
-
Price bubbles sans dividend anchors: Evidence from laboratory stock markets
-
Hirota, S. Sunder, S.: Price bubbles sans dividend anchors: evidence from laboratory stock markets. J. Econ. Dyn. Control 31, 1875-1909 (2007)
-
(2007)
J. Econ. Dyn. Control
, vol.31
, pp. 1875-1909
-
-
Hirota, S.1
Sunder, S.2
-
100
-
-
0002676891
-
Industrial organization: A survey of laboratory research
-
Kagel, J.H. Roth, A.E. (eds.), Princeton University Press, Princeton, New Jersey
-
Holt, C.A.: Industrial organization: a survey of laboratory research. In: Kagel, J.H. Roth, A.E. (eds.) Handbook of experimental economics. Princeton University Press, Princeton, New Jersey (1995)
-
(1995)
Handbook of experimental economics
-
-
Holt, C.A.1
-
102
-
-
73149084025
-
Thar she blows: Can bubbles be rekindled with experienced subjects?
-
Hussam, R.N. Porter, D. Smith, V.L.: Thar she blows: can bubbles be rekindled with experienced subjects? Am. Econ. Rev. 98(3), 924-937 (2008)
-
(2008)
Am. Econ. Rev.
, vol.98
, Issue.3
, pp. 924-937
-
-
Hussam, R.N.1
Porter, D.2
Smith, V.L.3
-
104
-
-
79960153514
-
-
26 March 2001, Accessed 17 Sept 2008
-
Independent: Niall Ferguson: A stock market bubble is nothing new. http://www.independent.co.uk/opinion/commentators/niall-ferguson-a-stock-market-bubble-is-nothing-new-689055.html, 26 March 2001, Accessed 17 Sept 2008
-
Independent: Niall Ferguson: A stock market bubble is nothing new
-
-
-
107
-
-
15044359118
-
Existence of equilibrium in single and double private value auctions
-
Jackson, M.O. Swinkels, J.M.: Existence of equilibrium in single and double private value auctions. Econometrica 73(1), 93-139 (2005)
-
(2005)
Econometrica
, vol.73
, Issue.1
, pp. 93-139
-
-
Jackson, M.O.1
Swinkels, J.M.2
-
108
-
-
0000929855
-
Special information and insider trading
-
Jaffe, J.F.: Special information and insider trading. J. Bus. 47, 410-428 (1974)
-
(1974)
J. Bus.
, vol.47
, pp. 410-428
-
-
Jaffe, J.F.1
-
109
-
-
0038432480
-
Asset markets: How they are affected by tournament incentives for individuals
-
James, D. Isaac, R.M.: Asset markets: how they are affected by tournament incentives for individuals Am. Econ. Rev. 90(4), 995-1004 (2000)
-
(2000)
Am. Econ. Rev.
, vol.90
, Issue.4
, pp. 995-1004
-
-
James, D.1
Isaac, R.M.2
-
110
-
-
77957339823
-
Informed trading around merger announcements: An empirical test using transaction volume and open interest in options markets
-
Jayaraman, N. Frye, M.B. Sabherwal, S.: Informed trading around merger announcements: an empirical test using transaction volume and open interest in options markets. Financ. Rev. 37, 45-74 (2001)
-
(2001)
Financ. Rev.
, vol.37
, pp. 45-74
-
-
Jayaraman, N.1
Frye, M.B.2
Sabherwal, S.3
-
111
-
-
84993907227
-
Returns to buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh, N. Titman, S.: Returns to buying winners and selling losers: implications for stock market efficiency. J. Financ. 48, 65-91 (1993)
-
(1993)
J. Financ.
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
112
-
-
0041075295
-
Profitability of momentum strategies: An evaluation of alternative explanations
-
Jegadeesh, N. Titman, S.: Profitability of momentum strategies: an evaluation of alternative explanations. J. Financ. 56, 699-720 (2001)
-
(2001)
J. Financ.
, vol.56
, pp. 699-720
-
-
Jegadeesh, N.1
Titman, S.2
-
113
-
-
0000365043
-
Earnings announcements, stock price adjustment, and the existence of option markets
-
Jennings, R. Starks, L.: Earnings announcements, stock price adjustment, and the existence of option markets. J. Financ. 41(1), 107-125 (1986)
-
(1986)
J. Financ.
, vol.41
, Issue.1
, pp. 107-125
-
-
Jennings, R.1
Starks, L.2
-
115
-
-
48749147730
-
Size related anomalies and stock return seasonality: Further empirical evidence
-
Keim, D.B.: Size related anomalies and stock return seasonality: further empirical evidence. J. Financ. Econ. 12, 13-32 (1983a)
-
(1983)
J. Financ. Econ.
, vol.12
, pp. 13-32
-
-
Keim, D.B.1
-
117
-
-
84944835445
-
A further investigation of the weekend effect in stock returns
-
Keim, D.B. Stambaugh, R.F.: A further investigation of the weekend effect in stock returns. J. Financ. 39, 819-835 (1984)
-
(1984)
J. Financ.
, vol.39
, pp. 819-835
-
-
Keim, D.B.1
Stambaugh, R.F.2
-
118
-
-
0002292793
-
The analysis of economic time series
-
Kendall, M.: The analysis of economic time series. Part I: Prices. J. R. Stat. Soc 116, 11-34 (1953)
-
(1953)
Part I: Prices. J. R. Stat. Soc
, vol.116
, pp. 11-34
-
-
Kendall, M.1
-
120
-
-
84986437126
-
Private information acquisition in experimental markets prone to bubble and crash
-
King, R.R.: Private information acquisition in experimental markets prone to bubble and crash. J. Financ. Res. 14(3), 197-206 (1991)
-
(1991)
J. Financ. Res.
, vol.14
, Issue.3
, pp. 197-206
-
-
King, R.R.1
-
121
-
-
0003269661
-
The robustness of bubbles and crashes in experimental stock markets
-
Day, R. Chen, P. (eds.), Oxford University Press, Oxford
-
King, R.R. Smith, V.L. Williams, A.W. Van Boening, M.: The robustness of bubbles and crashes in experimental stock markets. In: Day, R. Chen, P. (eds.) Nonlinear Dynamics and Evolutionary Economics. Oxford University Press, Oxford (1993)
-
(1993)
Nonlinear Dynamics and Evolutionary Economics
-
-
King, R.R.1
Smith, V.L.2
Williams, A.W.3
van Boening, M.4
-
122
-
-
33748308676
-
Options and efficiency: Some experimental evidence
-
Kluger, B.D. Wyatt, S.B.: Options and efficiency: some experimental evidence. Rev. Quant. Financ. Account. 5, 179-201 (1995)
-
(1995)
Rev. Quant. Financ. Account.
, vol.5
, pp. 179-201
-
-
Kluger, B.D.1
Wyatt, S.B.2
-
124
-
-
0039500431
-
Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs
-
Kraus, A. Smith, M.: Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs. J. Financ. Market. 1, 151-174 (1998)
-
(1998)
J. Financ. Market.
, vol.1
, pp. 151-174
-
-
Kraus, A.1
Smith, M.2
-
125
-
-
0035732032
-
Trade size and information-motivated trading in the options and stock markets
-
Lee, J. Yi, C.H.: Trade size and information-motivated trading in the options and stock markets. J. Financ. Quant. Anal. 36(4), 485-501 (2001)
-
(2001)
J. Financ. Quant. Anal.
, vol.36
, Issue.4
, pp. 485-501
-
-
Lee, J.1
Yi, C.H.2
-
126
-
-
0038432486
-
Nonspeculative bubbles in experimental asset markets: Lack of common knowledge of rationality vs. actual irrationality
-
Lei, V. Noussair, C.N. Plott, R.: Nonspeculative bubbles in experimental asset markets: lack of common knowledge of rationality vs. actual irrationality. Econometrica 69(4), 831-859 (2001)
-
(2001)
Econometrica
, vol.69
, Issue.4
, pp. 831-859
-
-
Lei, V.1
Noussair, C.N.2
Plott, R.3
-
127
-
-
33750928580
-
A systematic comparison of professional exchange rate forecasts with the judgemental forecasts of novices
-
Leitner, J. Schmidt, R.: A systematic comparison of professional exchange rate forecasts with the judgemental forecasts of novices. Cent. Eur. J. Oper. Res. 14(1), 87-102 (2006)
-
(2006)
Cent. Eur. J. Oper. Res.
, vol.14
, Issue.1
, pp. 87-102
-
-
Leitner, J.1
Schmidt, R.2
-
128
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J.: The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Rev. Econ. Stat. 47, 13-37 (1965)
-
(1965)
Rev. Econ. Stat.
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
131
-
-
0002337590
-
Predictive and statistical properties of insider trading
-
Lorie, J.H. Niederhoffer, V.: Predictive and statistical properties of insider trading. J. Law Econ. 11(1), 35-53 (1968)
-
(1968)
J. Law Econ.
, vol.11
, Issue.1
, pp. 35-53
-
-
Lorie, J.H.1
Niederhoffer, V.2
-
134
-
-
84889860821
-
Ancient and medieval economics
-
Samuels, W.J. Biddle, J.E. Davis, J.B. (eds.), Blackwell, Malden, MA
-
Lowry, S.T.: Ancient and medieval economics. In: Samuels, W.J. Biddle, J.E. Davis, J.B. (eds.) The History of Economic Thought. Blackwell, Malden, MA (2007)
-
(2007)
The History of Economic Thought
-
-
Lowry, S.T.1
-
135
-
-
58149191073
-
How to pay traders in information markets: Results from a field experiment
-
Luckner, S. Weinhardt, C.: How to pay traders in information markets: results from a field experiment. J. Prediction Market 1(2), 147-156 (2007)
-
(2007)
J. Prediction Market
, vol.1
, Issue.2
, pp. 147-156
-
-
Luckner, S.1
Weinhardt, C.2
-
136
-
-
42649090071
-
Market efficiency versus behavioral finance
-
Malkiel, B.G. Mullainathan, S. Stangle, B.: Market efficiency versus behavioral finance. J. Appl. Corp. Financ. 17(3), 124-134 (2005)
-
(2005)
J. Appl. Corp. Financ.
, vol.17
, Issue.3
, pp. 124-134
-
-
Malkiel, B.G.1
Mullainathan, S.2
Stangle, B.3
-
137
-
-
0000255440
-
Option prices as predictors of equilibrium stock prices
-
Manaster, S. Rendleman, R.J.: Option prices as predictors of equilibrium stock prices. J. Financ. 37(4), 1043-1057 (1982)
-
(1982)
J. Financ.
, vol.37
, Issue.4
, pp. 1043-1057
-
-
Manaster, S.1
Rendleman, R.J.2
-
139
-
-
0000106844
-
Dividend variablility and variance bounds tests for the rationality of stock market prices
-
Marsh, T.A. Merton, R.C.: Dividend variablility and variance bounds tests for the rationality of stock market prices. Am. Econ. Rev. 76, 483-498 (1986)
-
(1986)
Am. Econ. Rev.
, vol.76
, pp. 483-498
-
-
Marsh, T.A.1
Merton, R.C.2
-
140
-
-
0001757115
-
A theory of auctions and competitive bidding
-
Milgrom, P.R. Weber, R.J.: A theory of auctions and competitive bidding. Econometrica 50(5), 1089-1122 (1982)
-
(1982)
Econometrica
, vol.50
, Issue.5
, pp. 1089-1122
-
-
Milgrom, P.R.1
Weber, R.J.2
-
141
-
-
33947529265
-
Can markets learn to avoid bubbles?
-
Mossin, J.: Equilibrium in a capital asset market. Econometrica 34, 768-783 (1966)
-
Miller, R.M.: Can markets learn to avoid bubbles? J. Psychol. Financ. Market 3(1), 44-52 (2002) Mossin, J.: Equilibrium in a capital asset market. Econometrica 34, 768-783 (1966)
-
(2002)
J. Psychol. Financ. Market
, vol.3
, Issue.1
, pp. 44-52
-
-
Miller, R.M.1
-
143
-
-
0001281286
-
Rational expectations and the theory of price movements
-
Muth, J.F.: Rational expectations and the theory of price movements. Econometrica 29(3), 315-335 (1961)
-
(1961)
Econometrica
, vol.29
, Issue.3
, pp. 315-335
-
-
Muth, J.F.1
-
144
-
-
0000291018
-
The bargaining problem
-
Nash, J.F.: The bargaining problem. Econometrica 18, 155-162 (1950)
-
(1950)
Econometrica
, vol.18
, pp. 155-162
-
-
Nash, J.F.1
-
145
-
-
79960171782
-
-
15 Jun 2008, Accessed 17 Sept 2008
-
New York Times: Two bubbles, two paths. http://www.nytimes.com/2008/06/15/business/15view.html, 15 Jun 2008, Accessed 17 Sept 2008
-
New York Times: Two bubbles, two paths
-
-
-
147
-
-
33744899122
-
Futures markets and bubble formation in experimental asset markets
-
Noussair, C.N. Tucker, S.: Futures markets and bubble formation in experimental asset markets. Pac. Econ. Rev. 11(2), 167-184 (2006)
-
(2006)
Pac. Econ. Rev.
, vol.11
, Issue.2
, pp. 167-184
-
-
Noussair, C.N.1
Tucker, S.2
-
148
-
-
18244409227
-
Price bubbles in laboratory asset markets with constant fundamental values
-
Noussair, C.N. Robin, S. Ruffieux, B.: Price bubbles in laboratory asset markets with constant fundamental values. Exp. Econ. 4, 87-105 (2001)
-
(2001)
Exp. Econ.
, vol.4
, pp. 87-105
-
-
Noussair, C.N.1
Robin, S.2
Ruffieux, B.3
-
149
-
-
79960198886
-
-
Accessed 9 Jan 2008
-
NYSE, NYSE Rules: http://rules.nyse.com/NYSE/NYSE_Rules/ (2008). Accessed 9 Jan 2008
-
(2008)
NYSE, NYSE Rules
-
-
-
152
-
-
84977357498
-
A theory of common stock returns over trading and non-trading periods
-
Oldfield, G.S. Rogalski, R.J.: A theory of common stock returns over trading and non-trading periods. J. Financ. 35(3), 729-751 (1980)
-
(1980)
J. Financ.
, vol.35
, Issue.3
, pp. 729-751
-
-
Oldfield, G.S.1
Rogalski, R.J.2
-
153
-
-
77955279109
-
Financial binary betting, styles, valuations and deductions from data
-
Oliver, P.: Financial binary betting, styles, valuations and deductions from data. J. Prediction Market. 1(2), 127-146 (2007)
-
(2007)
J. Prediction Market.
, vol.1
, Issue.2
, pp. 127-146
-
-
Oliver, P.1
-
157
-
-
33745146175
-
Was there a Nasdaq bubble in the late 1990s?
-
Paśtor, L. Veronesi, P.: Was there a Nasdaq bubble in the late 1990s? J. Financ. Econ. 81, 61-100 (2006)
-
(2006)
J. Financ. Econ.
, vol.81
, pp. 61-100
-
-
Paśtor, L.1
Veronesi, P.2
-
158
-
-
38248999433
-
Forecasting dynamics and convergence to market fundamentals
-
Peterson, S.P.: Forecasting dynamics and convergence to market fundamentals. J. Econ. Behav. Organ. 22, 269-284 (1993)
-
(1993)
J. Econ. Behav. Organ.
, vol.22
, pp. 269-284
-
-
Peterson, S.P.1
-
159
-
-
0001135422
-
Industrial organization theory and experimental economics
-
Plott, C.R.: Industrial organization theory and experimental economics. J. Econ. Lit. 20, 1485-1527 (1982)
-
(1982)
J. Econ. Lit.
, vol.20
, pp. 1485-1527
-
-
Plott, C.R.1
-
160
-
-
0000349075
-
Rational expectations and the aggregation of diverse information in laboratory security markets
-
Plott, C.R.: Rational expectations and the aggregation of diverse information in laboratory security markets. Econometrica 56(5), 1085-1118 (1988)
-
(1988)
Econometrica
, vol.56
, Issue.5
, pp. 1085-1118
-
-
Plott, C.R.1
-
161
-
-
0001195320
-
Will economics become an experimental science?
-
Plott, C.R.: Will economics become an experimental science? South. Econ. J. 57(4), 901-919 (1991)
-
(1991)
South. Econ. J.
, vol.57
, Issue.4
, pp. 901-919
-
-
Plott, C.R.1
-
162
-
-
0034375737
-
Markets as information gathering tools
-
Plott, C.R.: Markets as information gathering tools. South. Econ. J. 67(1), 1-15 (2000)
-
(2000)
South. Econ. J.
, vol.67
, Issue.1
, pp. 1-15
-
-
Plott, C.R.1
-
163
-
-
0000732774
-
Efficiency of experimental security markets with insider information: An application of rational-expectations models
-
Plott, C.R. Sunder, S.: Efficiency of experimental security markets with insider information: an application of rational-expectations models. J. Polit. Econ. 90(41), 663-698 (1982)
-
(1982)
J. Polit. Econ.
, vol.90
, Issue.41
, pp. 663-698
-
-
Plott, C.R.1
Sunder, S.2
-
164
-
-
84973050707
-
Stock market bubbles in the laboratory
-
Porter, D.P. Smith, V.L.: Stock market bubbles in the laboratory. Appl. Math. Financ. 1, 111-127 (1994)
-
(1994)
Appl. Math. Financ.
, vol.1
, pp. 111-127
-
-
Porter, D.P.1
Smith, V.L.2
-
165
-
-
21844515590
-
Futures contracting and dividend uncertainty in experimental asset markets
-
Porter, D.P. Smith, V.L.: Futures contracting and dividend uncertainty in experimental asset markets. J. Bus. 68(4), 509-541 (1995)
-
(1995)
J. Bus.
, vol.68
, Issue.4
, pp. 509-541
-
-
Porter, D.P.1
Smith, V.L.2
-
166
-
-
0002158052
-
Mean reversion in stock prices: Evidence and implications
-
Poterba, J. Summers, L.: Mean reversion in stock prices: evidence and implications. J. Financ. Econ. 22, 27-59 (1988)
-
(1988)
J. Financ. Econ.
, vol.22
, pp. 27-59
-
-
Poterba, J.1
Summers, L.2
-
167
-
-
34447505153
-
Financial market design and bounded rationality: An experiment
-
Pouget, S.: Financial market design and bounded rationality: an experiment. J. Financ. Market. 10, 287-317 (2007)
-
(2007)
J. Financ. Market.
, vol.10
, pp. 287-317
-
-
Pouget, S.1
-
169
-
-
79960183707
-
-
Unpublished paper presented to the seminar on the analysis of security prices, May 1968, University of Chicago in Lorie and Brealey
-
Pratt, S.P., DeVere, C.W.: Relationship between insider trading and rates of return for NYSE common stocks, 1960-66. Unpublished paper presented to the seminar on the analysis of security prices, May 1968, University of Chicago in Lorie and Brealey, pp. 259-270 (1978)
-
(1978)
Relationship between insider trading and rates of return for NYSE common stocks, 1960-66
, pp. 259-270
-
-
Pratt, S.P.1
DeVere, C.W.2
-
170
-
-
84977722617
-
The buying and selling behaviour of individual investors at the turn of the year
-
Ritter, J.R.: The buying and selling behaviour of individual investors at the turn of the year. J. Financ. 43, 701-717 (1988)
-
(1988)
J. Financ.
, vol.43
, pp. 701-717
-
-
Ritter, J.R.1
-
171
-
-
84977730469
-
Portfolio rebalancing and the turn-of-the-year effect
-
Ritter, J.R. Chopra, N.: Portfolio rebalancing and the turn-of-the-year effect. J. Financ. 44, 149-166 (1989)
-
(1989)
J. Financ.
, vol.44
, pp. 149-166
-
-
Ritter, J.R.1
Chopra, N.2
-
172
-
-
79960162104
-
Discussion of Keim and Stambaugh (1984)
-
Rogalski, R.J.: Discussion of Keim and Stambaugh (1984). J. Financ. 39, 835-837 (1984a)
-
(1984)
J. Financ.
, vol.39
, pp. 835-837
-
-
Rogalski, R.J.1
-
173
-
-
84944830455
-
New findings regarding day-of-the-week returns over trading and non-trading periods: A note
-
Rogalski, R.J.: New findings regarding day-of-the-week returns over trading and non-trading periods: a note. J. Financ. 39, 1603-1614 (1984b)
-
(1984)
J. Financ.
, vol.39
, pp. 1603-1614
-
-
Rogalski, R.J.1
-
174
-
-
0039473752
-
A critique of the asset pricing theory's tests
-
Roll, R.: A critique of the asset pricing theory's tests. J. Financ. Econ. 4(2), 129-176 (1977)
-
(1977)
J. Financ. Econ.
, vol.4
, Issue.2
, pp. 129-176
-
-
Roll, R.1
-
175
-
-
0002537125
-
The hubris hypothesis of corporate takeovers
-
Roll, R.: The hubris hypothesis of corporate takeovers. J. Bus. 59(2), 197-216 (1986)
-
(1986)
J. Bus.
, vol.59
, Issue.2
, pp. 197-216
-
-
Roll, R.1
-
177
-
-
0001998147
-
Introduction to experimental economics
-
Kagel, J.H. Roth, A.E. (eds.), Princeton University Press, Princeton, New Jersey
-
Roth, A.E.: Introduction to experimental economics. In: Kagel, J.H. Roth, A.E. (eds.) Handbook of Experimental Economics. Princeton University Press, Princeton, New Jersey (1995)
-
(1995)
Handbook of Experimental Economics
-
-
Roth, A.E.1
-
178
-
-
0040165125
-
International momentum strategies
-
Rouwenhorst, K.G.: International momentum strategies. J. Financ. 53, 267-284 (1998)
-
(1998)
J. Financ.
, vol.53
, pp. 267-284
-
-
Rouwenhorst, K.G.1
-
179
-
-
77956787325
-
-
Royal Swedish Academy of Sciences, Press Release, October 09, 2002. Accessed May 10, 2008
-
Royal Swedish Academy of Sciences: The sveriges riksbank prize in economic sciences in memory of Alfred Nobel 2002. Press Release, http://nobelprize.org/nobel_prizes/economics/laureates/2002/press.html, October 09, 2002. Accessed May 10, 2008
-
The sveriges riksbank prize in economic sciences in memory of Alfred Nobel 2002
-
-
-
180
-
-
79960181268
-
-
Blackwell, Malden
-
Samuels, W.J., Biddle, J.E., Davis, J.B. (eds.). The History of Economic Thought. Blackwell, Malden (2007)
-
(2007)
The History of Economic Thought
-
-
Samuels, W.J.1
Biddle, J.E.2
Davis, J.B.3
-
181
-
-
12344269066
-
Price impacts of options volume
-
Schlag, C. Stoll, H.: Price impacts of options volume. J. Financ. Market 8, 69-87 (2005)
-
(2005)
J. Financ. Market
, vol.8
, pp. 69-87
-
-
Schlag, C.1
Stoll, H.2
-
182
-
-
84993915330
-
Discussion of Fama (1970)
-
Schwartz, R.A.: Discussion of Fama (1970). J. Financ. 25, 421-423 (1970)
-
(1970)
J. Financ.
, vol.25
, pp. 421-423
-
-
Schwartz, R.A.1
-
183
-
-
38249038899
-
Insiders' profits, costs of trading and market efficiency
-
Seyhun, N.: Insiders' profits, costs of trading and market efficiency. J. Financ. Econ. 16, 189-212 (1986)
-
(1986)
J. Financ. Econ.
, vol.16
, pp. 189-212
-
-
Seyhun, N.1
-
184
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F.: Capital asset prices: a theory of market equilibrium under conditions of risk. J. Financ. 19(3), 416-422 (1964)
-
(1964)
J. Financ.
, vol.19
, Issue.3
, pp. 416-422
-
-
Sharpe, W.F.1
-
185
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends?
-
Shiller, R.J.: Do stock prices move too much to be justified by subsequent changes in dividends? Am. Econ. Rev. 71, 421-436 (1981)
-
(1981)
Am. Econ. Rev.
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
186
-
-
1942495094
-
From efficient markets theory to behavioral finance
-
Shiller, R.J.: From efficient markets theory to behavioral finance. J. Econ. Perspect. 17(1), 83-104 (2003)
-
(2003)
J. Econ. Perspect.
, vol.17
, Issue.1
, pp. 83-104
-
-
Shiller, R.J.1
-
187
-
-
0000183976
-
Do demand curves for stocks slope down?
-
Shleifer, A.: Do demand curves for stocks slope down? J. Financ. 41, 579-590 (1986)
-
(1986)
J. Financ.
, vol.41
, pp. 579-590
-
-
Shleifer, A.1
-
188
-
-
0002219554
-
The noise trader approach to finance
-
Shleifer, A. Summers, L.H.: The noise trader approach to finance. J. Econ. Perspect 4, 19-33 (1990)
-
(1990)
J. Econ. Perspect
, vol.4
, pp. 19-33
-
-
Shleifer, A.1
Summers, L.H.2
-
190
-
-
84959810873
-
A behavioral model of rational choice
-
Simon, H.A.: A behavioral model of rational choice. Q.J. Econ. 69(1), 99-118 (1955)
-
(1955)
Q.J. Econ.
, vol.69
, Issue.1
, pp. 99-118
-
-
Simon, H.A.1
-
191
-
-
38249017327
-
Option markets and the information content of accounting earnings releases
-
Skinner, D.J.: Option markets and the information content of accounting earnings releases. J. Account. Econ. 13, 191-211 (1990)
-
(1990)
J. Account. Econ.
, vol.13
, pp. 191-211
-
-
Skinner, D.J.1
-
193
-
-
0001521143
-
An experimental study of competitive market behavior
-
Smith, V.L.: An experimental study of competitive market behavior. J. Polit. Econ. 70(2), 111-137 (1962)
-
(1962)
J. Polit. Econ.
, vol.70
, Issue.2
, pp. 111-137
-
-
Smith, V.L.1
-
194
-
-
84962993026
-
Effect of market organization on competitive equilibrium
-
Smith, V.L.: Effect of market organization on competitive equilibrium. Q. J. Econ. 78(2), 181-201 (1964)
-
(1964)
Q. J. Econ.
, vol.78
, Issue.2
, pp. 181-201
-
-
Smith, V.L.1
-
195
-
-
0001104504
-
Experimental auction markets and the walrasian hypothesis
-
Smith, V.L.: Experimental auction markets and the walrasian hypothesis. J. Polit. Econ. 73(4), 387-393 (1965)
-
(1965)
J. Polit. Econ.
, vol.73
, Issue.4
, pp. 387-393
-
-
Smith, V.L.1
-
196
-
-
0000254532
-
Experimental economics: Induced value theory
-
Smith, V.L.: Experimental economics: induced value theory. Am. Econ. Rev. Pap. Proc. 66(2), 274-279 (1976a)
-
(1976)
Am. Econ. Rev. Pap. Proc.
, vol.66
, Issue.2
, pp. 274-279
-
-
Smith, V.L.1
-
197
-
-
0011793785
-
Bidding and auctioning institutions: Experimental results
-
Amihud, Y. (ed.), New York University Press, New York
-
Smith, V.L.: Bidding and auctioning institutions: experimental results. In: Amihud, Y. (ed.) Bidding and Auctioning for Procurement and Allocation. New York University Press, New York (1976b)
-
(1976)
Bidding and Auctioning for Procurement and Allocation
-
-
Smith, V.L.1
-
198
-
-
0000553222
-
Microeconomic systems as an experimental science
-
Smith, V.L.: Microeconomic systems as an experimental science. Am. Econ. Rev. 72(5), 923-955 (1982)
-
(1982)
Am. Econ. Rev.
, vol.72
, Issue.5
, pp. 923-955
-
-
Smith, V.L.1
-
199
-
-
85014055681
-
Experimental economics: Reply
-
Smith, V.L.: Experimental economics: reply. Am. Econ. Rev. 75(1), 265-272 (1985)
-
(1985)
Am. Econ. Rev.
, vol.75
, Issue.1
, pp. 265-272
-
-
Smith, V.L.1
-
200
-
-
0000420316
-
Economics in the laboratory
-
Smith, V.L.: Economics in the laboratory. J. Econ. Perspect. 8(1), 113-131 (1994)
-
(1994)
J. Econ. Perspect.
, vol.8
, Issue.1
, pp. 113-131
-
-
Smith, V.L.1
-
202
-
-
84977365563
-
Rewards, experience and decision costs in first price auctions
-
Smith, V.L. Walker, J.M.: Rewards, experience and decision costs in first price auctions. Econ. Inquiry 31, 237-245 (1993a)
-
(1993)
Econ. Inquiry
, vol.31
, pp. 237-245
-
-
Smith, V.L.1
Walker, J.M.2
-
203
-
-
84977437172
-
Monetary rewards and decision cost in experimental economics
-
Smith, V.L. Walker, J.M.: Monetary rewards and decision cost in experimental economics. Econ. Inquiry 31, 245-261 (1993b)
-
(1993)
Econ. Inquiry
, vol.31
, pp. 245-261
-
-
Smith, V.L.1
Walker, J.M.2
-
204
-
-
0040628658
-
On nonbinding price controls in a competitive market
-
Smith, V.L. Williams, A.W.: On nonbinding price controls in a competitive market. Am. Econ. Rev. 71(3), 467-474 (1981)
-
(1981)
Am. Econ. Rev.
, vol.71
, Issue.3
, pp. 467-474
-
-
Smith, V.L.1
Williams, A.W.2
-
205
-
-
78650188869
-
Competitive market institutions: Double auctions vs. sealed bid-offer auctions
-
Smith, V.L. Williams, A.W. Bratton, W.K. Vannoni, M.G.: Competitive market institutions: double auctions vs. sealed bid-offer auctions. Am. Econ. Rev. 72(1), 58-77 (1982)
-
(1982)
Am. Econ. Rev.
, vol.72
, Issue.1
, pp. 58-77
-
-
Smith, V.L.1
Williams, A.W.2
Bratton, W.K.3
Vannoni, M.G.4
-
206
-
-
0001547941
-
Bubbles, crashes and endogenous expectations in experimental spot asset markets
-
Smith, V.L. Suchanek, G.L. Williams, A.W.: Bubbles, crashes and endogenous expectations in experimental spot asset markets. Econometrica 56(5), 1119-1151 (1988)
-
(1988)
Econometrica
, vol.56
, Issue.5
, pp. 1119-1151
-
-
Smith, V.L.1
Suchanek, G.L.2
Williams, A.W.3
-
207
-
-
0034340477
-
Dividend timing and behavior in laboratory asset markets
-
Smith, V.L. van Boening, M. Wellford, C.P.: Dividend timing and behavior in laboratory asset markets. Econ. Theory 16, 567-583 (2000)
-
(2000)
Econ. Theory
, vol.16
, pp. 567-583
-
-
Smith, V.L.1
van Boening, M.2
Wellford, C.P.3
-
208
-
-
0001204652
-
Silly bubbles and the insensitivity of rationality testing: An experimental illustration
-
Stanley, T.D.: Silly bubbles and the insensitivity of rationality testing: an experimental illustration. J. Econ. Psychol. 15, 601-620 (1994)
-
(1994)
J. Econ. Psychol.
, vol.15
, pp. 601-620
-
-
Stanley, T.D.1
-
209
-
-
0031498144
-
Bubbles, inertia, and experience in experimental asset markets
-
Stanley, T.D.: Bubbles, inertia, and experience in experimental asset markets. J. Socio-Econ. 26(6), 611-625 (1997)
-
(1997)
J. Socio-Econ.
, vol.26
, Issue.6
, pp. 611-625
-
-
Stanley, T.D.1
-
216
-
-
0016264378
-
Judgment under uncertainty: Heuristics and biases
-
Tversky, A. Kahneman, D.: Judgment under uncertainty: heuristics and biases. Science 185, 1124-1131 (1974)
-
(1974)
Science
, vol.185
, pp. 1124-1131
-
-
Tversky, A.1
Kahneman, D.2
-
217
-
-
58149201969
-
Prediction markets: An extended literature review
-
Tziralis, G. Tatsiopoulos, I.: Prediction markets: an extended literature review. J. Prediction Market 1(1), 75-91 (2007)
-
(2007)
J. Prediction Market
, vol.1
, Issue.1
, pp. 75-91
-
-
Tziralis, G.1
Tatsiopoulos, I.2
-
218
-
-
21144477357
-
Price bubbles and crashes in experimental call markets
-
Van Boening, M.V. Williams, A.W. LaMaster, S.: Price bubbles and crashes in experimental call markets. Econ. Lett. 41, 179-185 (1993)
-
(1993)
Econ. Lett.
, vol.41
, pp. 179-185
-
-
van Boening, M.V.1
Williams, A.W.2
LaMaster, S.3
-
221
-
-
0347622541
-
Bubbles and crashes: Optimism, trend extrapolation and panic
-
Westerhoff, F.: Bubbles and crashes: optimism, trend extrapolation and panic. Int. J. Theor. Appl. Financ. 6(8), 829-837 (2003)
-
(2003)
Int. J. Theor. Appl. Financ.
, vol.6
, Issue.8
, pp. 829-837
-
-
Westerhoff, F.1
-
222
-
-
0001294238
-
Computerized double auction markets: Some initial experimental results
-
Williams, A.W.: Computerized double auction markets: some initial experimental results. J. Bus. 53(3), 235-258 (1980)
-
(1980)
J. Bus.
, vol.53
, Issue.3
, pp. 235-258
-
-
Williams, A.W.1
-
223
-
-
0000999457
-
The formation of price forecasts in experimental markets
-
Williams, A.W.: The formation of price forecasts in experimental markets. J. Money Credit Bank 19(1), 18 (1987)
-
(1987)
J. Money Credit Bank
, vol.19
, Issue.1
, pp. 18
-
-
Williams, A.W.1
-
224
-
-
77957065463
-
Price bubbles in large financial asset markets
-
Plott, C. Smith, V.L. (eds.), 1st edn, North-Holland, Amsterdam
-
Williams, A.W.: Price bubbles in large financial asset markets. In: Plott, C. Smith, V.L. (eds.) Handbook of Experimental Economic Results, vol. 1, 1st edn, pp. 242-246. North-Holland, Amsterdam (2008)
-
(2008)
Handbook of Experimental Economic Results
, vol.1
, pp. 242-246
-
-
Williams, A.W.1
-
225
-
-
0011416216
-
Computerized laboratory exercises for microeconomics education: Three applications motivated by experimental economics
-
Williams, A.W. Walker, J.M.: Computerized laboratory exercises for microeconomics education: three applications motivated by experimental economics. J. Econ. Educ. 24(4), 291-315 (1993)
-
(1993)
J. Econ. Educ.
, vol.24
, Issue.4
, pp. 291-315
-
-
Williams, A.W.1
Walker, J.M.2
-
226
-
-
84925910020
-
A bidding model of perfect competition
-
Wilson, R.: A bidding model of perfect competition. Rev. Econ. Stud. 44(3), 511-518 (1977)
-
(1977)
Rev. Econ. Stud.
, vol.44
, Issue.3
, pp. 511-518
-
-
Wilson, R.1
-
229
-
-
0028409326
-
World wide security market regularities
-
Ziemba, W.T.: World wide security market regularities. Eur. J. Oper Res. 74(2), 198-229 (1994)
-
(1994)
Eur. J. Oper Res.
, vol.74
, Issue.2
, pp. 198-229
-
-
Ziemba, W.T.1
|