[go: up one dir, main page]
create a website
Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2021). Palan, Stefan ; Stckl, Thomas ; Merl, Robert.
In: Working Paper Series, Social and Economic Sciences.
RePEc:grz:wpsses:2021-03.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 68

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ackert, Lucy F., Narat Charupat, Bryan K. Church, Richard Deaves. 2006. Margin, short sell, and lotteries in experimental asset markets. Southern Economic Journal 73(2) 419–436.

  2. Alfarano, Simone, Ivan Barreda-Tarrazona, Eva Camacho-Cuena. 2006. On the role of heterogeneous and imperfect information in a laboratory financial market. Central European Journal of Operations Research 14(4) 417 – 433. URL https://search.ebscohost.com/login.aspx?direct= true&db=bsx&AN=23835532&site=eds-live&scope=site.

  3. Allen, Franklin, Stephen Morris, Andrew Postlewaite. 1993. Finite bubbles with short sale constraints and asymmetric information. Journal of Economic Theory 61 (2) 206–229.

  4. Beber, Alessandro, Marco Pagano. 2013. Short-selling bans around the world: Evidence from the 2007-09 crisis. Journal of Finance 68(1) 343–381.

  5. Boehmer, E., J. Wu. 2013. Short selling and the price discovery process. Review of Financial Studies 26(2) 287–322.

  6. Bossaerts, Peter, Cary Frydman, John Ledyard. 2014. The speed of information revelation and eventual price quality in markets with insiders: Comparing two theories. Review of Finance 18(1). doi:10.1093/rof/rfs049.

  7. Bossaerts, Peter, Shachat Jason, Kuangli Xie. 2017. Market frictions and the anatomy of an arbitrage. Working paper.
    Paper not yet in RePEc: Add citation now

  8. Camerer, Colin F., Anna Dreber, Eskil Forsell, Teck-Hua Ho, Jürgen Huber, Magnus Johannesson, Michael Kirchler, Johan Almenberg, Adam Altmejd, Taizan Chan, Emma Heikensten, Felix Holzmeister, Taisuke Imai, Siri Isaksson, Gideon Nave, Thomas Pfeiffer, Michael Razen, Hang Wu. 2016. Evaluating replicability of laboratory experiments in economics. Science 351(6280) 1433–1436. doi:10.1126/science.aaf0918. URL https://science.sciencemag.org/content/ 351/6280/1433.

  9. Camerer, Colin F., Anna Dreber, Felix Holzmeister, Teck-Hua Ho, Jürgen Huber, Magnus Johannesson, Michael Kirchler, Gideon Nave, Brian A. Nosek, Thomas Pfeiffer, Adam Altmejd, Nick Buttrick, Taizan Chan, Yiling Chen, Eskil Forsell, Anup Gampa, Emma Heikensten, Lily Hummer, Taisuke Imai, Siri Isaksson, Dylan Manfredi, Julia Rose, Eric-Jan Wagenmakers, Hang Wu. 2018. Evaluating the replicability of social science experiments in nature and science between 2010 and 2015. Nature Human Behaviour 2(9) 637–644. doi:10.1038/s41562-018-0399-z. URL https://doi.org/10.1038/s41562-018-0399-z.

  10. Chakrabarty, Bidisha, Andriy Shkilko. 2013. Information transfers and learning in financial markets: Evidence from short selling around insider sales. Journal of Banking & Finance 37(5) 1560–1572.

  11. Chelley-Steeley, Patricia, Brian Kluger, James Steeley, Paul Adams. 2015. Trading patterns and market integration in overlapping experimental asset markets. Journal of Financial and Quantitative Analysis 50(6) 1473–1499.

  12. Chmura, Thorsten, Ye Bai, David Bauder. 2019. The impact of an insider and short-selling on bubble formation in experimental financial market. Journal of International Financial Markets, Institutions and Money 60 211–230. doi:https://doi.org/10.1016/j.intfin.2019.01.003. URL https://www.sciencedirect.com/science/article/pii/S104244311830235X.

  13. Christophe, Stephen E., Michael G. Ferri, James J. Angel. 2004. Short-selling prior to earnings announcement. The Journal of Finance 59 (4) 1845–1876.
    Paper not yet in RePEc: Add citation now

  14. Cohen, Lauren, Karl B. Diether, Christopher J. Malloy. 2007. Supply and demand shifts in the shorting market. The Journal of Finance 62 (5) 2061–2096.

  15. Coppock, Lee A., Daniel Q. Harper, Charles A. Holt. 2021. Capital constraints and asset bubbles: An experimental study. Journal of Economic Behavior & Organization 183 75–88. doi:https:// doi.org/10.1016/j.jebo.2020.10.024. URL https://www.sciencedirect.com/science/article/ pii/S016726812030398X.

  16. Cziraki, Peter, Jasmin Gider. 2017. Perks or peanuts? the dollar pprofit to insider trading. Working paper.
    Paper not yet in RePEc: Add citation now

  17. Diamond, Douglas W., Robert E. Verrecchia. 1987. Constraints on short-selling and asset price adjustment to private information. Journal of Financial Economics 18(2) 277–311.

  18. Fischbacher, Urs. 2007. z-tree: Zurich toolbox for ready-made economic experiments. Experimental Economics 10(2) 171–178.

  19. Fishman, Micheal J., Kathleen M. Hagerty. 1992. Insider trading and the efficiency of stock prices. RAND Journal of Economics 23(1) 106–122.

  20. Friedman, Daniel, Glenn W. Harrison, Jon W. Salmon. 1984. The informational efficiency of experimental asset markets. Journal of Political Economy 92(3) 349–408.

  21. Gillette, Ann B., Douglas E. Stevens, Susan G. Watts, Arlington W. Williams. 1999. Price and volume reactions to public information releases: An experimental approach incorporating traders’ subjective beliefs. Contemporary Accounting Research 16(3) 437–479.

  22. Glosten, Lawrence R., P. Milgrom. 1985. Bid, ask, and transaction prices in a specialist market with heterogenously informed traders. Journal of Financial Economics 14(1) 71–100.

  23. Glosten, Lawrence R., Talis J. Putnins. 2019. Welfare costs of informed trade. SSRN Working Paper 2827158.
    Paper not yet in RePEc: Add citation now

  24. Gozluklu, Arie E. 2016. Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders. Journal of Financial Markets 28 91–115.

  25. Greiner, Ben. 2004. Forschung und wissenschaftliches Rechnen 2003, An Online Recruitment System for Economic Experiments. GWDG Bericht 63. Gesellschaft fuer Wissenschaftliche Datenverarbeitung, Goettingen, 79–93.

  26. Grossman, Sanford J. 1976. On the efficiency of competitive stock markets where traders have diverse information. The Journal of Finance 31 573–585.

  27. Grossman, Sanford J., Joseph E. Stiglitz. 1980. On the impossibility of informationally efficient markets. The American Economic Review 70 393–408.

  28. Halim, Edward, Yohanes E. Riyanto, Nilanjan Roy. 2019. Costly information acquisition, social networks, and asset prices: Experimental evidence. The Journal of Finance 74(4) 1975–2010. doi:https://doi.org/10.1111/jofi.12768.

  29. Haruvy, Ernan, Charles N. Noussair. 2006. The effect of short selling on bubbles and crashes in experimental spot asset markets. The Journal of Finance 61(3) 1119–1157.

  30. Heilmann, Klaus, Volker Läger, Andreas Oehler. 2001. Aggregation of information, insider trading and liquidity in experimental call markets. Working paper.
    Paper not yet in RePEc: Add citation now

  31. Holden, Craig W., Avanidhar Subrahmanyam. 1992. Long-lived private information and imperfect competition. The Journal of Finance 47(1) 247–270.

  32. Huber, Jürgen, Martin Angerer, Michael Kirchler. 2011. Experimental asset markets with endogenous choice of costly information. Experimental Economics 14 223–240. doi:DOI10.1007/ s10683-010-9264-2.

  33. King, Ronald R. 1991. Private information acquisition in experimental markets prone to bubble and crash. The Journal of Financial Research 14(3) 197–206. doi:https://doi.org/10.1111/j. 1475-6803.1991.tb00657.x. Kirchler, Michael. 2009. Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. an experimental study. Journal of Economic Dynamics and Control 33 491–506.

  34. King, Ronald, Vernon Smith, Arlington Williams, Mark Van Boening. 1993. The robustness of bubbles and crashes in experimental stock markets. Richard Day, Ping Chen, eds., Nonlinear Dynamics and Evolutionary Economics. Oxford University Press, New York et al., 183–200.
    Paper not yet in RePEc: Add citation now
  35. Kleiber, Christian, Achim Zeileis. 2008. Applied Econometrics with R. Springer-Verlag, New York. URL https://CRAN.R-project.org/package=AER. ISBN 978-0-387-77316-2.
    Paper not yet in RePEc: Add citation now

  36. Kleinlercher, Daniel, Thomas Stöckl. 2018. On the provision of incentives in finance experiments.

  37. Leifeld, Philip. 2013. texreg: Conversion of statistical model output in R to L A TEX and HTML tables. Journal of Statistical Software 55(8) 1–24.

  38. Lin, Shengle, Stephen Rassenti. 2012. Are under- and over-reaction the same matter? experimental evidence. Journal of Economic Behavior & Organization 84 39–61.

  39. Marsden, James R., Alex Y. Tung. 1999. The use of information system technology to develop tests on insider trading and asymmetric information. Management Science 45(8) 1025–1176.

  40. Massa, Massimo, Wenlan Qian, Weibiao Xu, Hong Zhang. 2015. Competition of the informed: Does the presence of short sellers affect insider selling? Journal of Financial Economics 118 (2) 268–288.

  41. Meulbroek, Lisa K. 1992. An empirical analysis of illegal insider trading. The Journal of Finance 47(5) 1661–1699.

  42. Miller, Edward M. 1977. Risk, uncertainty, and divergence of opinion. The Journal of Finance 32(4) 1151–1168.

  43. Noussair, Charles N., Steven Tucker. 2016. Cash inflows and bubbles in asset markets with constant fundamental values. Economic Inquiry 54(3). doi:10.1111/ecin.12320.

  44. Open Science Collaboration. 2012. An open, large-scale, collaborative effort to estimate the reproducibility of psychological science. Perspectives on Psychological Science 7(6) 657–660.
    Paper not yet in RePEc: Add citation now
  45. org/10.1016/j.geb.2015.11.002. URL https://www.sciencedirect.com/science/article/pii/ S0899825615001505. Special Issue in Honor of John O. Ledyard.
    Paper not yet in RePEc: Add citation now

  46. Page, Lionel, Christoph Siemroth. 2017. An experimental analysis of information acquisition in prediction markets. Games and Economic Behavior 101 354–378. doi:https://doi.

  47. Palan, Stefan, Thomas Stöckl. 2017. When chasing the offender hurts the victim: The case of insider legislation. Journal of Financial Markets 35 104–129.

  48. Palan, Stefan. 2013. A review of bubbles and crashes in experimental asset markets. Journal of Economic Surveys 27(3) 570–588.

  49. Plott, Charles, Shyam Sunder. 1982. Efficiency of experimental security markets with insider information: An application of rational-expectations models. Journal of Political Economy 90 663–698.

  50. Powell, Owen. 2016. Numeraire independence and the measurement of mispricing in experimental asset markets. Journal of Behavioral and Experimental Finance 9 56–62.

  51. Purnanandam, Amiyatosh, H. Nejat Seyhun. 2018. Do short sellers trade on private information or false information? Journal of Financial and Quantitative Analysis 53 997–1023.

  52. R Core Team. 2017. R: A language and environment for statistical computing. URL https: //www.R-project.org/.
    Paper not yet in RePEc: Add citation now

  53. Ray, Debraj, Arthur Robson. 2018. Certified random: A new order for coauthorship. American Economic Review 108(2) 489–520.

  54. Saffi, Pedro A. C., Kari Sigurdsson. 2011. Price efficiency and short selling. Review of Financial Studies 24(3) 821–852.

  55. Schaffer, Michael E. 2019. rtf: Rich Text Format (RTF) Output. URL https://CRAN.R-project. org/package=rtf. R package version 0.4-14.
    Paper not yet in RePEc: Add citation now

  56. Smith. 1982. Markets as economizers of information: Experimental examination of the ’hayek hypothesis’. Economic Inquiry 20 165–179.

  57. Stata Corp. 2007. Stata statistical software: Release 10. College Station, TX: StataCorp LP.
    Paper not yet in RePEc: Add citation now
  58. Steinberg, Julie. 2020. Coronavirus short-selling bans are lifted across europe.
    Paper not yet in RePEc: Add citation now

  59. Stevens, Douglas E., Arlington W. Williams. 2004. Inefficiency in earnings forecasts: Experimental evidence of reactions to positive vs. negative information. Experimental Economics 7 75–92.

  60. Stöckl, Thomas, Juergen Huber, Michael Kirchler. 2015. Multi-period experimental asset markets with distinct fundamental value regimes. Experimental Economics 18 314–334. doi:10.1007/ s10683-014-9404-1.

  61. Stöckl, Thomas, Jürgen Huber, Michael Kirchler. 2010. Bubble measures in experimental asset markets. Experimental Economics 13 284–298.

  62. Stöckl, Thomas. 2014. Price efficiency and trading behavior in limit order markets with competing insiders. Experimental Economics 17 314–334. doi:10.1007/s10683-013-9369-5.
    Paper not yet in RePEc: Add citation now

  63. To, Thomas Y., Sirimon Treepongkarun, Eliza Wu. 2018. Are all insiders on the inside? evidence from the initiation of CDS trading and short selling in the financial sector. Journal of International Financial Markets, Institutions and Money 54 114–129.

  64. Veiga, Helena, Marc Vorsatz. 2008a. The effect of short–selling on the aggregation of information in an experimental asset market. Working paper.

  65. Wickham, Hadley, Jim Hester, Winston Chang. 2019. devtools: Tools to Make Developing R Packages Easier. URL https://CRAN.R-project.org/package=devtools. R package version 2.2.1. Zeileis, Achim. 2004. Econometric computing with hc and hac covariance matrix estimators. Journal of Statistical Software 11(10) 1–17.

  66. Wickham, Hadley. 2011. The split-apply-combine strategy for data analysis. Journal of Statistical Software 40(1) 1–29. URL http://www.jstatsoft.org/v40/i01/.

  67. Zeileis, Achim, Torsten Hothorn. 2002. Diagnostic checking in regression relationships. R News 2(3) 7–10. URL https://CRAN.R-project.org/doc/Rnews/.
    Paper not yet in RePEc: Add citation now

  68. Zizzo, Daniel. 2010. Experiment demand effects in economic experiments. Experimental Economics 13 75–98.

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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

  2. Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2021). Palan, Stefan ; Stckl, Thomas ; Merl, Robert.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2021-03.

    Full description at Econpapers || Download paper

  3. Trading Frictions and the Post-Earnings-Announcement Drift. (2021). Theissen, Erik ; Palan, Stefan ; Fink, Josef.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2021-01.

    Full description at Econpapers || Download paper

  4. Bubbles and Financial Professionals. (2020). Rose, Julia ; Lindner, Florian ; Kirchler, Michael ; Huber, Jurgen ; Weitzel, Utz ; Cohen, Lauren.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:33:y:2020:i:6:p:2659-2696..

    Full description at Econpapers || Download paper

  5. (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

  6. (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

  7. Design-features of bubble-prone experimental asset markets with a constant FV. (2019). Huber, Christoph ; Kleinlercher, Daniel ; Bindra, Parampreet C.
    In: Journal of the Economic Science Association.
    RePEc:spr:jesaex:v:5:y:2019:i:2:d:10.1007_s40881-019-00061-5.

    Full description at Econpapers || Download paper

  8. Bubbles and Financial Professionals. (2019). Weitzel, Utz ; Rose, Julia ; Huber, Christoph ; Lindner, Florian ; Kirchler, Michael.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2018_09.

    Full description at Econpapers || Download paper

  9. The aggregate impacts of tournament incentives in experimental asset markets. (2019). Owen, Sian ; Henker, Julia ; Paul, Debapriya Jojo.
    In: Experimental Economics.
    RePEc:kap:expeco:v:22:y:2019:i:2:d:10.1007_s10683-018-9562-7.

    Full description at Econpapers || Download paper

  10. The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2019). Zak, Paul J ; Alexander, Veronika ; Johnson, Cameron J ; Jiao, Peiran ; Nadler, Amos .
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:9:p:4032-4051.

    Full description at Econpapers || Download paper

  11. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Post-Print.
    RePEc:hal:journl:hal-02278885.

    Full description at Econpapers || Download paper

  12. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles N ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:4.

    Full description at Econpapers || Download paper

  13. How do markets react to (un)expected fundamental value shocks? An experimental analysis. (2019). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:23:y:2019:i:c:p:90-113.

    Full description at Econpapers || Download paper

  14. Squeezing the bears: cornering risk and limits on arbitrage during the ‘British bicycle mania’, 1896–8. (2019). Quinn, William.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:72:y:2019:i:4:p:1286-1311.

    Full description at Econpapers || Download paper

  15. Macroprudential policy in the lab. (2018). Massenot, Baptiste ; Gortner, Paul.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:239.

    Full description at Econpapers || Download paper

  16. The market process of capitalization: a laboratory experiment on the effectiveness of private information. (2018). Ross, Wiebke ; Braun, Eduard.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-017-0508-6.

    Full description at Econpapers || Download paper

  17. Bubbles and financial professionals. (2018). Weitzel, Utz ; Rose, Julia ; Lindner, Florian ; Huber, Christoph ; Kirchler, Michael.
    In: Working Papers.
    RePEc:inn:wpaper:2018-04.

    Full description at Econpapers || Download paper

  18. The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchêne, Sébastien ; Duchene, Sebastien.
    In: CEE-M Working Papers.
    RePEc:hal:wpceem:hal-01954924.

    Full description at Econpapers || Download paper

  19. The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01954924.

    Full description at Econpapers || Download paper

  20. Higher order risk attitudes: A review of experimental evidence. (2018). Trautmann, Stefan ; van De, Gijs.
    In: European Economic Review.
    RePEc:eee:eecrev:v:103:y:2018:i:c:p:108-124.

    Full description at Econpapers || Download paper

  21. 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

  22. 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

  23. (A)symmetric Information Bubbles: Experimental Evidence. (2017). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:312.

    Full description at Econpapers || Download paper

  24. Experimental asset markets: behavior and bubbles. (2017). Shestakova, Natalia ; Powell, Owen .
    In: Chapters.
    RePEc:elg:eechap:15532_21.

    Full description at Econpapers || Download paper

  25. When chasing the offender hurts the victim: The case of insider legislation. (2017). Palan, Stefan ; Stockl, Thomas.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:35:y:2017:i:c:p:104-129.

    Full description at Econpapers || Download paper

  26. Risk premia and ambiguity in an experimental market featuring a long-lived asset. (2017). Griffin, John.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:21-27.

    Full description at Econpapers || Download paper

  27. Asset markets in the lab: A literature review. (2016). Nuzzo, Simone ; Morone, Andrea.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2060.

    Full description at Econpapers || Download paper

  28. 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

  29. Symmetric Information Bubbles: Experimental Evidence. (2016). Ueda, Kozo ; Asako, Yasushi ; Uto, Nobuyuki ; Funaki, Yukihiko.
    In: Working Papers.
    RePEc:wap:wpaper:1613.

    Full description at Econpapers || Download paper

  30. The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2016). Jiao, Peiran ; Nadler, Amos .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:806.

    Full description at Econpapers || Download paper

  31. Skewness Seeking in a Dynamic Portfolio Choice Experiment. (2016). Carrillo, Juan D. ; Brocas, Isabelle ; Zapatero, Fernando ; Giga, Aleksandar .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11056.

    Full description at Econpapers || Download paper

  32. Only Mine or All Ours: Do Stronger Entitlements Affect Altruistic Choices in the Household. (2015). Dasgupta, Utteeyo ; Mani, Subha.
    In: World Development.
    RePEc:eee:wdevel:v:67:y:2015:i:c:p:363-375.

    Full description at Econpapers || Download paper

  33. Relative Performance Incentives and Price Bubbles in Experimental Asset Markets. (2014). Cheung, Stephen ; Coleman, Andrew.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:81:y:2014:i:2:p:345-363.

    Full description at Econpapers || Download paper

  34. Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets. (2014). Kirchler, Michael ; Huber, Jurgen ; Stefan, Matthias.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:107:y:2014:i:pb:p:798-809.

    Full description at Econpapers || Download paper

  35. The impact of different incentive schemes on asset prices. (2014). Kirchler, Michael ; Kleinlercher, Daniel ; Huber, Jurgen.
    In: European Economic Review.
    RePEc:eee:eecrev:v:68:y:2014:i:c:p:137-150.

    Full description at Econpapers || Download paper

  36. Do option-like incentives induce overvaluation? Evidence from experimental asset markets. (2014). Kirchler, Michael ; Holmen, Martin ; Kleinlercher, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:179-194.

    Full description at Econpapers || Download paper

  37. Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets. (2014). Jiang, Janet Hua ; Giusti, Giovanni ; Xu, Yiping .
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-18.

    Full description at Econpapers || Download paper

  38. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18905.

    Full description at Econpapers || Download paper

  39. Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets. (2013). Weitzel, Utz ; van Witteloostuijn, Arjen ; Muehlfeld, Katrin.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:34:y:2013:i:c:p:195-209.

    Full description at Econpapers || Download paper

  40. The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets. (2012). Kirchler, Michael ; Huber, Jurgen.
    In: Experimental Economics.
    RePEc:kap:expeco:v:15:y:2012:i:1:p:89-105.

    Full description at Econpapers || Download paper

  41. Margin Trading Bans in Experimental Asset Markets. (2012). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2012-058.

    Full description at Econpapers || Download paper

  42. Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets. (2012). Kirchler, Michael ; Holmen, Martin ; Kleinlercher, Daniel.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0540.

    Full description at Econpapers || Download paper

  43. Irrationality and beliefs in a laboratory asset market: Is it me or is it you?. (2012). Qi, Li ; Li, Qi ; Ackert, Lucy ; Kluger, Brian D..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:84:y:2012:i:1:p:278-291.

    Full description at Econpapers || Download paper

  44. Leverage regulation: An agent-based simulation. (2011). Feldman, Todd.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:5:p:431-440.

    Full description at Econpapers || Download paper

  45. On the ingredients for bubble formation: Informed traders and communication. (2011). Schmidt, Carsten ; Schnedler, Wendelin ; Oechssler, Jörg.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:11:p:1831-1851.

    Full description at Econpapers || Download paper

  46. Digital Options and Efficiency in Experimental Asset Markets. (2010). Palan, Stefan.
    In: Post-Print.
    RePEc:hal:journl:hal-00849410.

    Full description at Econpapers || Download paper

  47. Digital options and efficiency in experimental asset markets. (2010). Palan, Stefan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:3:p:506-522.

    Full description at Econpapers || Download paper

  48. Asset Bubbles without Dividends - An Experiment. (2009). Schmidt, Carsten ; Schnedler, Wendelin ; Oechssler, Jörg.
    In: Working Papers.
    RePEc:awi:wpaper:0439.

    Full description at Econpapers || Download paper

  49. Asset Bubbles without Dividends - An Experiment. (2007). Schmidt, Carsten ; Schnedler, Wendelin ; Oechssler, Jörg.
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:07-01.

    Full description at Econpapers || Download paper

  50. The origins of bubbles in laboratory asset markets. (2006). Ackert, Lucy ; Kluger, Brian D. ; Deaves, Richard ; Charupat, Narat .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-06.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 19:05:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.