- Anderson, S., D. Johnston, J. Walker, and A. Williams, (1991) "The Efficiency of Experimental Asset Markets: Empirical Robustness and Subject Sophistication", in Research in Experimental Economics, 4, edited by R. Mark Isaac, Greenwich, CT: JAI Press, 107-190.
Paper not yet in RePEc: Add citation now
- Andrade, E., S. Lin, and T. Odean (2012), “Bubbling with Excitement: An Experimentâ€, working paper, University of California-Berkeley.
Paper not yet in RePEc: Add citation now
- Andreassen, P., (1988), “Explaining the Price-Volume Relationship: The Difference between Price Changes and Changing Pricesâ€, Organizational Behavior and Human Decision Process, 41, 371-389.
Paper not yet in RePEc: Add citation now
Asparouhova, E., P. Bossaerts, and C. Plott (2003), “Excess Demand and Equilibration in MultiSecurity Financial Markets: The Empirical Evidenceâ€, Journal of Financial Markets 6, 1-21.
Axelrod B.S., Kulick B.J., Plott C.R., Roust K.A., (2009) “The design of improved parimutuel-type information aggregation mechanisms: Inaccuracies and the long-shot bias as disequilibrium phenomenaâ€, Journal of Economic Behavior and Organization, 69 (2) , 170-181.
- Bhojaj S., R. Bloomfield, and W. Tayler (2008), “Margin Trading, Overpricing, and Synchronization Riskâ€, Review of Financial Studies 22, 5, 2059 – 2085.
Paper not yet in RePEc: Add citation now
Biais, B., D. Hilton, K. Mazurier, and S. Pouget (2005), “Judgemental Overconfidence, SelfMonitoring, and Trading Performance in an Experimental Financial Market,†Review of Economic Studies 72, 287 – 312.
- Bloomfield R. and M. O’Hara (2000), “Can Transparent Markets Survive?†Journal of Financial Ecomomics 55, 425 – 459.
Paper not yet in RePEc: Add citation now
Bloomfield R. M. O’Hara and G. Saar (2009), “How Noise Trading Affects Markets: An Experimental Studyâ€, Review of Financial Studies 22, 6, 2275 - 2302 Bossaerts, P. and C. Plott (2002), “The CAPM in Thin Financial Marketsâ€, Journal of Economic Dynamics and Control 26, 1093-1112.
- Bossaerts, P, P. Ghiradato, S. Guanaschelli, and W. Zame (2010), “Ambiguity in Asset Markets: Theory and Evidenceâ€, Review of Financial Studies 1325 – 1359.
Paper not yet in RePEc: Add citation now
Bossaerts, P. and C. Plott (2004), “Basic Principles of Asset Pricing Theory: Evidence from LargeScale Experimental Financial Marketsâ€, Review of Finance 8, 135 – 169.
Bossaerts, P., C. Plott, and W. Zame (2007), “Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experimentsâ€, Econometrica 75, 4, 993 – 1038.
Camerer C. and K. Weigelt (1991), “Information Mirages in Experimental Asset Markets," Journal of Business, 64, 463-93.
Cason, T. (2000), “The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediariesâ€, Review of Financial Studies 13, 2, 385 – 416.
Cipriani M. and A. Guarino (2005) “Herd Behavior in a Laboratory Financial Marketâ€, American Economic Review, 95(5), 1427-1443.
Copeland T. and D. Friedman (1987), “The Effect of Sequential Information Arrival on Asset Prices: An Experimental Studyâ€, Journal of Finance. 42, (3), 763-797.
Corgnet, B., P. Kujal, and D. Porter (2013), “Reaction to Public Information in Markets: How Much Does Ambiguity Matter?†The Economic Journal, forthcoming.
Deaves, R., E. Luders, G. Luo (2009), “An Experimental Test of the Impact of Overconfidence and Gender on Trading Activityâ€, Review of Finance 13, 555 – 575.
Deck C. and D. Porter (2013) “Prediction Markets in the Laboratoryâ€, Journal of Economic Surveys, forthcoming.
DeJong, C., K. Koedijk, and C. Schnitzlein (2006) “Stock Market Quality in the Presence of a Traded Optionâ€, Journal of Business 79, 4, 2243 – 2274.
DeLong J. B., A. Shleifer, L. Summers, and R. Waldmann (1990), Positive Feedback Investment Strategies and Destabilizing Rational Speculation, Journal of Finance, 45(2), 379-395.
Drehmann M, J. Oechssler, and A. Roider (2005) “Herding and Contrarian Behavior in Financial Markets, An Internet Experimentâ€, American Economic Review, 95(5), 1403-1426.
Duxbury, D. (1995) “Experimental Asset Markets within Financeâ€, Journal of Economic Surveys 9, 331 – 371.
- Ellsberg, D. (1961) “Risk, Ambiguity, and the Savage Axiomsâ€, Quarterly Journal of Economics, 75, 643-669.
Paper not yet in RePEc: Add citation now
Fama, E. (1970) “Efficient Capital Markets: A Review of Theory and Empirical Workâ€, Journal of Finance, 25, 383-417.
Flood, M., R. Huisman, K. Koedijk, and R. Mahieu (1999), “Quote Disclosure and Price Discovery in Multiple-Dealer Financial Marketsâ€, Review of Financial Studies 12, 1, 37 – 52.
Forsythe R. and R. Lundholm (1990) “Information Aggregation in an Experimental Market,†Econometrica, 58(2), 309-340 Forsythe R., T. Palfrey, and C Plott (1982) “Asset Valuation in an Experimental Market†Econometrica 50(3), 537-568.
Forsythe R., T. Palfrey, and C Plott (1984) “Futures Markets and Informational Efficiency: A Laboratory Examination,†Journal of Finance 39, 955-981 Friedman D., G. Harrison, and J. Salmon. (1984) "The Informational Efficiency of Experimental Asset Markets," Journal of Political Economy, 92:3, 349-408 Gillette, A., D. Stevens, S. Watts, and A. Williams (1999), “Price and Volume Reactions to Public Information Releases; An Experimental Approach Incorporating Traders’ Subjective Beliefsâ€, Contemporary Accounting Research 16, 3, 437 – 479.
Glosten R. and P. Milgrom (1985), “Bid, Ask, and Transaction Prices in a Specialist Market with Heterogeneously Informed Tradersâ€, Journal of Financial Economics 14, 71 – 100.
Gneezy, U., A. Kapteyn, and J. Potters (2003), “Evaluation Periods and Asset Prices in a Market Experimentâ€, Journal of Finance 58, 2, 821 – 837.
Hanke, M., J. Huber, M. Kirchler, and M. Sutter (2010), “The Economic Consequences of a Tobin Tax: An Experimental Analysisâ€, Journal of Economic Behavior and Organization 74, 58 – 71.
Hargreaves-Heap and D. Zizzo (2011), “Emotions and Chat in a Financial Markets Experimentâ€, working paper, University of East Anglia.
Haruvy E. and C. N. Noussair (2006) “The Effect of Short-Selling on Bubbles and Crashes in Experimental Spot Asset Marketsâ€, Journal of Finance 61(3), 1119-1157.
Haruvy, E., C. N. Noussair and O. Powell (2012), “The Impact of Asset Repurchases and Issues in an Experimental Marketâ€, working paper, Tilburg University.
Huber J., M. Kirchler, and M. Sutter (2008), “Is More Information Always Better? Experimental Financial Markets with Cumulative Informationâ€, Journal of Economic Behavior and Organization 65, 86-104.
Hurley, W. and L. McDonough (1995), “A Note on the Hayek Hypothesis and the Favorite-Longshot Bias in Parimutuel Betting,†American Economic Review, 85(4), 949-955 Kahneman D. and A. Tversky (1979), “Prospect Theoryâ€, An Analysis of Decision Under Riskâ€, Econometrica 47, 263 – 291.
- Kirchler, E., B. Maciejovsky, and M. Weber (2010), “Framing Effects, Selective Information, and Market Behavior: An Experimental Analysisâ€, Journal of Behavioral Finance 6, 2, 90 – 100.
Paper not yet in RePEc: Add citation now
Kirchler, M., J. Huber, and D. Kleinlercher (2011), “Market Microstructure Matters when Imposing a Tobin Tax – Evidence from the Labâ€, Journal of Economic Behavior and Organization 80, 586 – 602.
Koessler, F., C. Noussair and A Ziegelmeyer (2012), Information Aggregation and Belief Elicitation in Experimental Parimutuel Betting Markets, Journal of Economic Behavior and Organization 83, 195 – 208.
Krahnen J. P. and M. Weber (2001), “Marketmaking in the Laboratory: Does Competition Matter?†Experimental Economics 4, 55 – 85.
Kyle (1985), “Continuous Auctions and Insider Tradingâ€, Econometrica 15, 1315 – 1335.
- Lahav, Y. and S. Meer (2010), “The Effect of Induced Mood on Prices in Asset Prices: Experimental Evidenceâ€, working paper, Ben Gurion University of the Negev.
Paper not yet in RePEc: Add citation now
Lamoureux, C. and C. Schnitzlein (1997), “When it’s Not the Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Marketâ€, Journal of Finance 52, 2, 683 – 712.
Noussair and Tucker (2006) “Futures Markets and Bubble Formation in Experimental Asset Marketsâ€, Pacific Economic Review 11(2), 167-184.
Palan S. (2013), “A Review of Bubbles and Crashes in Experimental Asset Marketsâ€, Journal of Economic Surveys, forthcoming.
Piron R. and L Smith (1995), “Testing Risk Love in an Experimental Racetrackâ€, Journal of Economic Behavior and Organization 27, 465-474.
Plott C. R. and S. Sunder (1982) Efficiency of Experimental Security Markets with Insider Information: An Application of Rational Expectations Models,†Journal of Political Economy 90, 4, 663-698 Plott C. R. and S. Sunder (1988) “Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets,†Econometrica 56, 1085-1118.
Plott, C. R., J. Wit and W. C. Yang (2003), “Parimutuel Betting Markets as Information Aggregation Devices: Experimental Results†Economic Theory 22, 311-351.
Prelec D. (1998), “The Probability Weighting Functionâ€, Econometrica 66, 497-527.
- Roust K. and C. R. Plott (2005) “The design and testing of information aggregation mechanisms: A Two-stage pari-mutuel IAMâ€, working paper, California Institute of Technology Schnitzlein, C. (1996), “Call and Continuous Trading Mechanisms under Asymmetric Information: An Experimental Investigationâ€, Journal of Finance LI, 2, 613 – 636.
Paper not yet in RePEc: Add citation now
Schnitzlein, C. (2002), “Price Formation and Market Quality When the Number and Presence of Insiders in Unknownâ€, Review of Financial Studies 15, 4, 1077 – 1109.
- Shefrin H. and M. Statman (1985), “The Disposition Effect to Sell Winners Too Early and Ride Losers Too Longâ€, Journal of Finance 40, 777 – 790.
Paper not yet in RePEc: Add citation now
Smith V. (1982), “Microeconomic Systems as an Experimental Scienceâ€, American Economic Review 72, 5, 923 – 955.
Smith, V. (1962) “An Experimental Study of Competitive Market Behaviorâ€, Journal of Political Economy 70, 5, 111-37.
Smith, V. L., G. Suchanek, and Williams, A. (1988) Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets, Econometrica, 56, 1119-1151.
Sunder, S. (1995), “Experimental Asset Markets: A Surveyâ€, in The Handbook of Experimental Economics, J. Kagel and A. Roth, eds. Princeton University Press, Princeton, NJ, USA.
Theissen, E, (2000), “Market Structure, Informational Efficiency and Liquidity: An Experimental Comparison of Auction and Dealer Marketsâ€, Journal of Financial Markets 3, 333 – 363.
Weber M. and C. Camerer (1998), “The Disposition Effect in Securities Trading: An Experimental Analysisâ€, Journal of Economic Behavior and Organization 33, 167 – 184.