Ackert, Lucy F., Narat Charupat, Bryan K. Church, and Richard Deaves. 2006. Margin, short selling, and lotteries in experimental asset markets. Southern Economic Journal 73( 2):419–36.
- Asparouhova, Elena, Peter Bossaerts, Jernej Copic, Bradford Cornell, Jaksa Cvitanic, and Debrah Meloso. 2010. Experiments on asset pricing under delegated portfolio management. Working paper, University of Utah.
Paper not yet in RePEc: Add citation now
- Authers, John. 2009. A risky revival. Financial Times, 26–27 September p. 8.
Paper not yet in RePEc: Add citation now
Brown, Keith C., W. V. Harlow, and Laura T. Starks. 1996. Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry. Journal of Finance 51( 1):85–110.
Busse, Jeffrey A. 2001. Another look at mutual fund tournaments. Journal of Financial and Quantitative Analysis 36( 1):53–73.
- Caginalp, Gunduz, David P. Porter, and Vernon L. Smith. 2001. Financial bubbles: Excess cash, momentum, and incomplete information. Journal of Psychology and Financial Markets 2( 2):80–99.
Paper not yet in RePEc: Add citation now
Chen, Hsiu-Lang, and George G. Pennacchi. 2009. Does prior performance affect a mutual fund's choice of risk? Theory and further empirical evidence. Journal of Financial and Quantitative Analysis 44( 4):745–75.
Cheung, Stephen L., Morten Hedegaard, and Stefan Palan. 2014. To see is to believe: Common expectations in experimental asset markets. European Economic Review 66():84–96.
Cheung, Stephen L., and Stefan Palan. 2012. Two heads are less bubbly than one: Team decision-making in an experimental asset market. Experimental Economics 15( 3):373–97.
Chevalier, Judith, and Glenn Ellison. 1997. Risk taking by mutual funds as a response to incentives. Journal of Political Economy 105( 6):1167–200.
Del Guercio, Diane, and Paula A. Tkac. 2002. The determinants of the flow of funds of managed portfolios: Mutual funds vs. pension funds. Journal of Financial and Quantitative Analysis 37( 4):523–57.
Del Guercio, Diane, and Paula A. Tkac. 2008. Star power: The effect of Morningstar ratings on mutual fund flow. Journal of Financial and Quantitative Analysis 43( 4):907–36.
Dufwenberg, Martin, Tobias Lindqvist, and Evan Moore. 2005. Bubbles and experience: An experiment. American Economic Review 95( 5):1731–7.
Fiedler, Marina. 2011. Experience and confidence in an internet-based asset market experiment. Southern Economic Journal 78( 1):30–52.
Fischbacher, Urs. 2007. z-Tree: Zurich toolbox for ready-made economic experiments. Experimental Economics 10( 2):171–8.
Goetzmann, William N., and Nadav Peles. 1997. Cognitive dissonance and mutual fund investors. Journal of Financial Research 20( 2):145–58.
Goriaev, Alexei, Theo E. Nijman, and Bas J. M. Werker. 2005. Yet another look at mutual fund tournaments. Journal of Empirical Finance 12( 1):127–37.
Greiner, Ben. 2004. An online recruitment system for economic experiments. In Forschung und wissenschaftliches Rechnen 2003, edited by K. Kremer and V. Macho. Göttingen, Germany: Gesellschaft für Wissenschaftliche Datenverarbeitung, pp. 79–93.
Haruvy, Ernan E., Yaron Lahav, and Charles N. Noussair. 2007. Traders' expectations in asset markets: Experimental evidence. American Economic Review 97( 5):1901–20.
Haruvy, Ernan E., 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.
Hussam, Reshmaan N., David P. Porter, and Vernon L. Smith. 2008. Thar she blows: Can bubbles be rekindled with experienced subjects? American Economic Review 98( 3):924–37.
Ippolito, Richard A. 1992. Consumer reaction to measures of poor quality: Evidence from the mutual fund industry. Journal of Law and Economics 35( 1):45–70.
Isaac, R. Mark, and Duncan James. 2003. Boundaries of the tournament pricing effect in asset markets: Evidence from experimental markets. Southern Economic Journal 69( 4):936–51.
Ivković, Zoran, and Scott Weisbenner. 2009. Individual investor mutual fund flows. Journal of Financial Economics 92( 2):223–37.
James, Duncan, and R. Mark Isaac. 2000. Asset markets: How are they affected by tournament incentives for individuals. American Economic Review, 90( 4), 995–1004.
Kaiser, Johannes. 2007. An exact and a Monte Carlo proposal to the Fisher-Pitman permutation tests for paired replicates and for independent samples. Stata Journal 7( 3):402–12.
King, Ronald R. 1991. Private information acquisition in experimental markets prone to bubble and crash. Journal of Financial Research 14( 3):197–206.
- 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, edited by R. H. Day and P. Chen. Oxford, UK: Oxford University Press, pp. 183–200.
Paper not yet in RePEc: Add citation now
- Kirchler, Michael, Jürgen Huber, and Thomas Stöckl. 2009. Bubble or no bubble: The impact of market model on the formation of price bubbles in experimental asset markets. Working Papers in Economics and Statistics 2009-26, University of Innsbruck.
Paper not yet in RePEc: Add citation now
Kirchler, Michael, Jürgen Huber, and Thomas Stöckl. 2012. Thar she bursts: Reducing confusion reduces bubbles. American Economic Review 102( 2):865–83.
Koski, Jennifer Lynch, and Jeffrey Pontiff. 1999. How are derivatives used? Evidence from the mutual fund industry. Journal of Finance 54( 2):791–816.
Noussair, Charles N., Stéphane Robin, and Bernard Ruffieux. 2001. Price bubbles in laboratory asset markets with constant fundamental values. Experimental Economics 4( 1):87–105.
Palan, Stefan. 2009. Bubbles and crashes in experimental asset markets. Vol. 626, Lecture notes in economics and mathematical systems. Heidelberg, Germany: Springer.
Palan, Stefan. 2013. A review of bubbles and crashes in experimental asset markets. Journal of Economic Surveys 27( 3):570–88.
- Patel, Jayendu, Richard J. Zeckhauser, and Darryll Hendricks. 1994. Investment flows and performance: Evidence from mutual funds, cross-border investments, and new issues. In edited by Japan, Europe, and the international financial markets: Analytical and empirical perspectives, R. Sato, R. M. Levich, and R. V. Ramachandran. Cambridge, UK: Cambridge University Press, pp. 51–72.
Paper not yet in RePEc: Add citation now
Porter, David P., and Vernon L. Smith. 1995. Futures contracting and dividend uncertainty in experimental asset markets. Journal of Business 68( 4):509–41.
Robin, Stéphane, Katerina Strážnická, and Marie-Claire Villeval. 2012. Bubbles and incentives: An experiment on asset markets. Working Paper 1235, Groupe d'Analyse et de Théorie Économique, University of Lyon.
Sirri, Erik R., and Peter Tufano. 1998. Costly search and mutual fund flows. Journal of Finance 53( 5):1589–622.
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.
Smith, Vernon L., Mark V. van Boening, and Charissa P. Wellford. 2000. Dividend timing and behavior in laboratory asset markets. Economic Theory 16( 3):567–83.
Stöckl, Thomas, Jürgen Huber, and Michael Kirchler. 2010. Bubble measures in experimental asset markets. Experimental Economics 13( 3):284–98.
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.