This document has not been cited yet.

1. Ackert, L. F., Charupat, N., Deaves, R., and Kluger, B. D., 2009. Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles, Journal of Financial and Quantitative Analysis 3, 719–744.

2. Ackert, L. F., Kluger, B. D., and Qi, L., 2012. Irrationality and beliefs in a laboratory asset market. Is it me or is it you?, Journal of Economic Behavior & Organization 84(1), 278–291.

3. Breaban, A., and Noussair, C. N., 2014. Fundamental Value Trajectories and Trader Characteristics in an Asset Market Experiment, CentER Discussion Papers 2014-010.

4. BSE, 2013. Trading Rules for Periodic Call Auction Session.
   Paper not yet in RePEc: Add citation now
   

5. Casson, M., and Lee, J. S., 2011. The Origin and Development of Markets: A Business History Perspective, Business History Review 85(01), 9–37.

6. Cheung, S. L., and Palan, S., 2012. Two Heads are Less Bubbly than One. Team Decision-Making in an Experimental Asset Market, Experimental Economics 15(3), 373–397.

7. Cheung, S. L., Hedegaard, M., and Palan, S., 2014. To See is to Believe. Common Expectations in Experimental Asset Markets, European Economic Review 66, 84–96.

8. Childs, J., and Mestelman, S., 2006. Rate-of-return Parity in Experimental Asset Markets, Review of International Economics 14(3), 331–347.

9. Comerton-Forde, C., and Putniņš, T. J., 2011. Pricing accuracy, liquidity and trader behavior with closing price manipulation, Experimental Economics 14(1), 110– 131.

10. Comerton-Forde, C., and Rydge, J., 2006. The influence of call auction algorithm rules on market efficiency, Journal of Financial Markets 9(2), 199–222.

11. Crosetto, P., and Filippin, A., 2013. The bomb risk elicitation task, Journal of Risk and Uncertainty 47(1), 31–65.

12. Deutsche Börse AG, 2013. Xetra Release 14.0. Market Model Equities. https://xetra.com/xetra/dispatch/en/binary/gdb_content_pool/imported_files /public_files/10_downloads/31_trading_member/10_Products_and_Functionalities /20_Stocks/50_Xetra_Market_Model/marktmodell_aktien.
    Paper not yet in RePEc: Add citation now
    

13. Dohmen, T., Falk, A., Huffman, D., Sunde, U., Schupp, J., and Wagner, G. G., 2011. Individual Risk Attitudes. Measurement, Determinants, and Behavioral Consequences, Journal of the European Economic Association 9(3), 522–550.

14. EconPort, 2006. MarketLink Two-Sided Auction Software. http://www.econport. org/econport/request?page=web_experiments_software_marketlink (accessed April 15, 2014).
    Paper not yet in RePEc: Add citation now
    

15. Experimental Asset Market Software 29 Crosetto, P., Weisel, O., and Winter, F., 2012. A flexible z-Tree implementation of the Social Value Orientation Slider Measure (Murphy et al. 2011). Manual, Jena Economic Research Papers 062.

16. Experimental Asset Market Software 31 World Federation of Exchanges, 2013. 2012 WFE Market Highlights.
    Paper not yet in RePEc: Add citation now
    

17. Fischbacher, U., 2007. z-Tree: Zurich toolbox for ready-made economic experiments, Experimental Economics 10, 171–178.

18. Frederick, S., 2005. Cognitive Reflection and Decision Making, Journal of Economic Perspectives 19(4), 25–42.

19. Harrison, G. W., Lau, M. I., Rutström, E. E., and Sullivan, M. B., 2005. http://www.emeraldinsight.com/books.htm?chapterid=1756564, in: Harrison, G. W., Carpenter, J., List, J. A., eds.: Field Experiments in Economics, Emerald Group Publishing Limited.
    Paper not yet in RePEc: Add citation now
    

20. Haruvy, E., and Noussair, C. N., 2006. The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets, Journal of Finance 61(3), 1119– 1157.

21. Hauser, F., and Huber, J., 2012. Short-selling constraints as cause for price distortions.

22. Hendriks, A., 2012. SoPHIE - Software Platform for Human Interaction Experiments, working paper.
    Paper not yet in RePEc: Add citation now
    

23. Holt, C. A., and Laury, S. K., 2002. Risk Aversion and Incentive Effects, American Economic Review 92(5), 1644–1655.

24. http://www.world-exchanges.org/files/statistics/2012%20WFE%20Market %20Highlights.pdf (accessed March 24, 2014).
    Paper not yet in RePEc: Add citation now
    
25. Infratest Sozialforschung, 2004a. Leben in Deutschland. Befragung 2004 zur sozialen Lage der Haushalte.
    Paper not yet in RePEc: Add citation now
    
26. Infratest Sozialforschung, 2004b. Living in Germany. Survey 2004 on the social situation of households.
    Paper not yet in RePEc: Add citation now
    
27. Kirchler, M., Huber, J., and Stöckl, T., 2012. Thar She Bursts - Reducing Confusion Reduces Bubbles, American Economic Review Forthcoming.
    Paper not yet in RePEc: Add citation now
    

28. Kleinlercher, D., Huber, J., and Kirchler, M., 2014. The impact of different incentive schemes on asset prices, European Economic Review 68, 137–150.

29. NASDAQ OMX Nordic, 2013. Market Model. http://www.nasdaqomx.com/digitalAssets /85/85699_nasdaqomxnordicmarketmodel2.17.pdf (accessed April 2, 2014).
    Paper not yet in RePEc: Add citation now
    

30. Noussair, C. N., and Tucker, S. J., 2006. Futures Markets and Bubble Formation in Experimental Asset Markets, Pacific Economic Review 11(2), 167–184.

31. NSE, 2014. Emerge Trading System. http://www.nseindia.com/emerge/trading/content /sme_trd_sys.htm (accessed April 2, 2014).
    Paper not yet in RePEc: Add citation now
    

32. Palan, S., 2010. Digital Options and Efficiency in Experimental Asset Markets, Journal of Economic Behavior & Organization 75(3), 506–522.

33. Palan, S., 2013. A Review of Bubbles and Crashes in Experimental Asset Markets, Journal of Economic Surveys 27(3), 570–588.

34. Palfrey, T. R., and Wang, S. W., 2012. Speculative Overpricing in Asset Markets With Information Flows, Econometrica 80(5), 1937–1976.

35. Porter, D. P., and Smith, V. L., 1995. Futures Contracting and Dividend Uncertainty in Experimental Asset Markets, Journal of Business 68(4), 509–541.

36. Roll, R., 1977. A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory, Journal of Financial Economics 4(2), 129–176.

37. Smith, V. L., van Boening, M. V., and Wellford, C. P., 2000. Dividend timing and behavior in laboratory asset markets, Economic Theory 16, 567–583.

38. SoPHIE Labs, 2014. Double Auction Asset Market. http://www.sophielabs.com/addons /asset-market/ (accessed April 3, 2014).
    Paper not yet in RePEc: Add citation now
    
39. Tremel, F., 1969. Wirtschafts- und Sozialgeschichte Österreichs, Franz Deuticke, Vienna.
    Paper not yet in RePEc: Add citation now
    

40. van Rooij, M., Lusardi, A., and Alessie, R., 2011. Financial literacy and stock market participation, Journal of Financial Economics 101(2), 449–472.

41. Version 1.13, 2014-06-13 Noussair, C. N., Robin, S., and Ruffieux, B., 2001. Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values, Experimental Economics 4, 87–105.

42. Williams, A. W., 2008. Price Bubbles in Large Financial Asset Markets, in: Plott, C. R., Smith, V. L., eds.: Handbook of experimental economics results, North Holland, Amsterdam.

1. Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua.
   In: Staff Working Papers.
   RePEc:bca:bocawp:23-25.

   Full description at Econpapers || Download paper

2. Herding with leading traders: Evidence from a laboratory social trading platform. (2022). Nguyen, Kim ; Le, Hang ; Chmura, Thorsten.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:203:y:2022:i:c:p:93-106.

   Full description at Econpapers || Download paper

3. Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices. (2021). Charles-Cadogan, G.
   In: CRETA Online Discussion Paper Series.
   RePEc:wrk:wcreta:71.

   Full description at Econpapers || Download paper

4. Market Experiments with Multiple Assets: A survey. (2021). Duffy, John ; Rud, Olga ; Rabanal, Jean Paul.
   In: UiS Working Papers in Economics and Finance.
   RePEc:hhs:stavef:2021_004.

   Full description at Econpapers || Download paper

5. Pricing Indefinitely Lived Assets: Experimental Evidence. (2021). Jiang, Janet Hua ; Duffy, John ; Xie, Huan.
   In: CIRANO Working Papers.
   RePEc:cir:cirwor:2021s-32.

   Full description at Econpapers || Download paper

6. (A)symmetric information bubbles: Experimental evidence. (2020). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301435.

   Full description at Econpapers || Download paper

7. (A)symmetric Information Bubbles: Experimental Evidence. (2019). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi.
   In: Working Papers.
   RePEc:tcr:wpaper:e133.

   Full description at Econpapers || Download paper

8. The robustness of mispricing results in experimental asset markets. (2017). Powell, Owen ; Shestakova, Natalia.
   In: Vienna Economics Papers.
   RePEc:vie:viennp:vie1702.

   Full description at Econpapers || Download paper

9. The robustness of mispricing results in experimental asset markets. (2017). Shestakova, Natalia ; Powell, Owen.
   In: Vienna Economics Papers.
   RePEc:vie:viennp:1702.

   Full description at Econpapers || Download paper

10. Experiments on Electronic Double Auctions and Abnormal Trades. (2016). Ackert, Lucy ; Qi, LI ; Jiang, Lei.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:83:y:2016:i:1:p:87-104.

    Full description at Econpapers || Download paper

11. Expectations Over Durable Assets: How to Avoid the Formation of Value Bubbles.. (2016). Rosas-Martinez, Victor H.
    In: MPRA Paper.
    RePEc:pra:mprapa:75350.

    Full description at Econpapers || Download paper

12. On Monetary Policy, Unemployment, and Economic Growth. (2016). Rosas-Martinez, Victor H.
    In: MPRA Paper.
    RePEc:pra:mprapa:70980.

    Full description at Econpapers || Download paper

13. On Monetary Policy, Unemployment, and Economic Growth. (2016). Rosas, Victor H.
    In: Journal of Economics Bibliography.
    RePEc:ksp:journ6:v:3:y:2016:i:2:p:298-311.

    Full description at Econpapers || Download paper

14. Is financial instability male-driven? Gender and cognitive skills in experimental asset markets. (2015). Cueva, Carlos ; Herrero, Carlos Cueva ; Rustichini, Aldo.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2015-06.

    Full description at Econpapers || Download paper

15. Is financial instability male-driven? Gender and cognitive skills in experimental asset markets. (2015). Cueva, Carlos ; Rustichini, Aldo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:119:y:2015:i:c:p:330-344.

    Full description at Econpapers || Download paper

16. Overconfidence and bubbles in experimental asset markets. (2014). Schmidt, Ulrich ; Michailova, Julija.
    In: MPRA Paper.
    RePEc:pra:mprapa:63823.

    Full description at Econpapers || Download paper

17. A Software for Asset Market Experiments. (2014). Palan, Stefan.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2014-01.

    Full description at Econpapers || Download paper

18. A Review of Research into Smith, Suchanek and Williams Markets. (2013). Palan, Stefan.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2013-04.

    Full description at Econpapers || Download paper

19. Relative performance information in asset markets: An experimental approach. (2012). Haruvy, Ernan ; Schoenberg, Eric J..
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:33:y:2012:i:6:p:1143-1155.

    Full description at Econpapers || Download paper

20. Overconfidence and bubbles in experimental asset markets. (2011). Schmidt, Ulrich ; Michailova, Julija.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1729.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 20:38:43 || Missing content? Let us know