Details about Lucy F. Ackert

Access statistics for papers by Lucy F. Ackert.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pac32

Working Papers

2011

1. Cooperating to Resist Coercion: An Experimental Study
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University View citations (2)
2. Risk Tolerance, Self-Interest, and Social Preferences
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University View citations (5)

2006

3. Explanation and Misrepresentation in the Laboratory
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
4. Social Distance and Reciprocity
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
5. The origins of bubbles in laboratory asset markets
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
6. When the Shoe is on the Other Foot: Experimental Evidence on Valuation Disparities
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005)

2005

7. Experimental Evidence for Tax Policy Design (2005)
   International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University View citations (1)

2004

8. Tax Policy Design in The Presence of Social Preferences: Some Experimental Evidence
   International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University View citations (8)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (8)

2003

9. An experimental examination of the house money effect in a multi-period setting
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
   See also Journal Article An experimental examination of the house money effect in a multi-period setting, Experimental Economics, Springer (2006) View citations (73) (2006)
10. What's in a name? An experimental examination of investment behavior
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article What's in a Name? An Experimental Examination of Investment Behavior, Review of Finance, European Finance Association (2005) View citations (12) (2005)

2002

11. Asset prices and informed traders' abilities: evidence from experimental asset markets
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
    See also Journal Article Asset prices and informed traders' abilities: Evidence from experimental asset markets, Accounting, Organizations and Society, Elsevier (2004) View citations (5) (2004)
12. Bubbles in experimental asset markets: Irrational exuberance no more
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (15)
13. Circuit breakers with uncertainty about the presence of informed agents: I know what you know... I think
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2001

14. Immediate disclosure or secrecy? the release of information in experimental asset markets
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2000

15. A simultaneous equations analysis of analysts’ forecast bias and institutional ownership
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
16. An empirical examination of the price-dividend relation with dividend management
    Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
    See also Journal Article An Empirical Examination of the Price-Dividend Relation with Dividend Management, Journal of Financial Services Research, Springer (2001) View citations (6) (2001)

1999

17. An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
    See also Journal Article An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior, Journal of Financial Markets, Elsevier (2001) View citations (26) (2001)
18. Efficiency in index options markets and trading in stock baskets
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
    See also Journal Article Efficiency in index options markets and trading in stock baskets, Journal of Banking & Finance, Elsevier (2001) View citations (38) (2001)
19. Intrinsic bubbles: the case of stock prices: a comment
    Working Paper Series, Federal Reserve Bank of Chicago View citations (21)
    See also Journal Article Intrinsic Bubbles: The Case of Stock Prices: Comment, American Economic Review, American Economic Association (1999) View citations (20) (1999)
20. The effect of forecast bias on market behavior: evidence from experimental asset markets
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)

1998

21. Bid-ask spreads in multiple dealer settings: Some experimental evidence
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
    See also Journal Article Bid-Ask Spreads in Multiple Dealer Settings: Some Experimental Evidence, Financial Management, Financial Management Association (1999) View citations (4) (1999)
22. Institutional investors, analyst following, and the January anomaly
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article Institutional Investors, Analyst Following, and the January Anomaly, Journal of Business Finance & Accounting, Wiley Blackwell (2000) View citations (6) (2000)
23. Stochastic trends and cointegration in the market for equities
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article Stochastic trends and cointegration in the market for equities, Journal of Economics and Business, Elsevier (1999) View citations (3) (1999)
24. The effects of subject pool and design experience on rationality in experimental asset markets
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
25. Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article TIME-VARYING VOLATILITY IN CANADIAN AND U.S. STOCK INDEX AND INDEX FUTURES MARKETS: A MULTIVARIATE ANALYSIS, Journal of Financial Research, Southern Finance Association (2000) View citations (4) (2000)
26. Uncertain litigation cost and seller behavior: Evidence from an auditing game
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
27. Voluntary disclosure under imperfect competition: Experimental evidence
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article Voluntary disclosure under imperfect competition: experimental evidence, International Journal of Industrial Organization, Elsevier (2000) View citations (9) (2000)

1993

28. Rational expectations and the dynamic adjustment of security analysts' forecasts to new information
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
    See also Journal Article RATIONAL EXPECTATIONS AND THE DYNAMIC ADJUSTMENT OF SECURITY ANALYSTS' FORECASTS TO NEW INFORMATION, Journal of Financial Research, Southern Finance Association (1994) View citations (5) (1994)

1992

29. Rational expectations and security analysts' earnings forecasts
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
    See also Journal Article Rational Expectations and Security Analysts' Earnings Forecasts, The Financial Review, Eastern Finance Association (1995) View citations (6) (1995)

1989

30. Tests of a simple optimizing model of daily price limits on futures contracts
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)

Journal Articles

2022

1. An experimental examination of the flow of irrelevant information across markets
   Southern Economic Journal, 2022, 88, (3), 1119-1148
2. Childhood trauma among Chinese inmates
   China Economic Review, 2022, 73, (C)

2021

3. Do Tobin taxes help stop stock price bubbles?
   Journal of Financial Economic Policy, 2021, 14, (3), 269-282
4. Gamesmanship and Seasonality in U.S. Stock Returns
   JRFM, 2021, 14, (5), 1-11
5. Homeownership for All: An American Narrative
   JRFM, 2021, 14, (6), 1-14 View citations (3)
6. Social division, trust, and reciprocity among Chinese inmates
   Research in Economics, 2021, 75, (3), 259-273 View citations (1)

2020

7. Are Time Preference and Risk Preference Associated with Cognitive Intelligence and Emotional Intelligence?
   Journal of Behavioral Finance, 2020, 21, (2), 136-156 View citations (8)

2019

8. Implied volatility and investor beliefs in experimental asset markets
   Journal of Financial Markets, 2019, 43, (C), 121-136 View citations (1)

2018

9. Informed traders’ performance and the information environment: Evidence from experimental asset markets
   Accounting, Organizations and Society, 2018, 70, (C), 1-15 View citations (5)

2016

10. An Experimental Examination of Portfolio Choice
    Review of Finance, 2016, 20, (4), 1427-1447 View citations (5)
11. Experiments on Electronic Double Auctions and Abnormal Trades
    Southern Economic Journal, 2016, 83, (1), 87-104
12. Influential investors in online stock forums
    International Review of Financial Analysis, 2016, 45, (C), 39-46 View citations (20)

2015

13. Credit cards, financial responsibility, and college students: an experimental study
    International Journal of Behavioural Accounting and Finance, 2015, 5, (1), 1-26
14. Individual psychology and investment style
    International Journal of Behavioural Accounting and Finance, 2015, 5, (2), 175-201 View citations (1)
15. Investor sentiment and price limit rules
    Journal of Behavioral and Experimental Finance, 2015, 5, (C), 15-26 View citations (7)

2012

16. Irrationality and beliefs in a laboratory asset market: Is it me or is it you?
    Journal of Economic Behavior & Organization, 2012, 84, (1), 278-291 View citations (5)

2011

17. An Experimental Investigation of Asset Pricing in Segmented Markets
    Southern Economic Journal, 2011, 77, (3), 585-598 View citations (1)
18. An experimental examination of fast and frugal mutual fund picking
    International Journal of Behavioural Accounting and Finance, 2011, 2, (3/4), 273-288
19. An experimental examination of the effect of potential revelation of identity on satisfying obligations
    New Zealand Economic Papers, 2011, 45, (1-2), 69-80 View citations (4)
20. Are benevolent dictators altruistic in groups? A within-subject design
    Experimental Economics, 2011, 14, (3), 307-321 View citations (1)
21. Is There a Link Between Money Illusion and Homeowners’ Expectations of Housing Prices?
    Real Estate Economics, 2011, 39, (2), 251-275 View citations (12)
22. Lying: An Experimental Investigation of the Role of Situational Factors
    Business Ethics Quarterly, 2011, 21, (4), 605-632 View citations (6)

2009

23. Home bias: taking comfort in what you know?
    International Journal of Behavioural Accounting and Finance, 2009, 1, (2), 152-166 View citations (1)
24. Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles
    Journal of Financial and Quantitative Analysis, 2009, 44, (3), 719-744 View citations (20)

2008

25. Provision of non-audit services and individuals’ investment decisions: Experimental evidence
    Research in Accounting Regulation, 2008, 20, (C), 177-185 View citations (1)
26. What affects the market's ability to adjust for optimistic forecast bias? Evidence from experimental asset markets
    Journal of Economic Behavior & Organization, 2008, 66, (2), 358-372 View citations (5)

2007

27. SOCIAL PREFERENCES AND TAX POLICY DESIGN: SOME EXPERIMENTAL EVIDENCE
    Economic Inquiry, 2007, 45, (3), 487-501 View citations (77)
28. Voting on Tax Policy Design
    Public Finance Review, 2007, 35, (2), 263-284 View citations (2)
29. When the Shoe Is on the Other Foot
    Public Finance Review, 2007, 35, (2), 199-214

2006

30. An experimental examination of the house money effect in a multi-period setting
    Experimental Economics, 2006, 9, (1), 5-16 View citations (73)
    See also Working Paper An experimental examination of the house money effect in a multi-period setting, FRB Atlanta Working Paper (2003) View citations (3) (2003)
31. Margin, Short Selling, and Lotteries in Experimental Asset Markets
    Southern Economic Journal, 2006, 73, (2), 419-436 View citations (7)

2005

32. The relationship between short interest and stock returns in the Canadian market
    Journal of Banking & Finance, 2005, 29, (7), 1729-1749 View citations (23)
33. What's in a Name? An Experimental Examination of Investment Behavior
    Review of Finance, 2005, 9, (2), 281-304 View citations (12)
    Also in Review of Finance, 2005, 9, (2), 281-304 (2005) View citations (10)
    See also Working Paper What's in a name? An experimental examination of investment behavior, FRB Atlanta Working Paper (2003) (2003)

2004

34. Asset prices and informed traders' abilities: Evidence from experimental asset markets
    Accounting, Organizations and Society, 2004, 29, (7), 609-626 View citations (5)
    See also Working Paper Asset prices and informed traders' abilities: evidence from experimental asset markets, FRB Atlanta Working Paper (2002) View citations (2) (2002)

2003

35. A Simultaneous Equations Analysis of Analysts’ Forecast Bias, Analyst Following, and Institutional Ownership
    Journal of Business Finance & Accounting, 2003, 30, (7‐8), 1017-1042 View citations (28)
36. Emotion and financial markets
    Economic Review, 2003, 88, (Q2), 33-41 View citations (19)

2002

37. Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States
    Journal of Economic Behavior & Organization, 2002, 47, (4), 435-450 View citations (14)
38. The asset allocation decision and investor heterogeneity: a puzzle?
    Journal of Economic Behavior & Organization, 2002, 47, (4), 423-433 View citations (12)

2001

39. An Empirical Examination of the Price-Dividend Relation with Dividend Management
    Journal of Financial Services Research, 2001, 19, (2), 115-129 View citations (6)
    See also Working Paper An empirical examination of the price-dividend relation with dividend management, Working Paper Series (2000) View citations (2) (2000)
40. An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior
    Journal of Financial Markets, 2001, 4, (2), 185-208 View citations (26)
    See also Working Paper An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior, FRB Atlanta Working Paper (1999) View citations (2) (1999)
41. Efficiency in index options markets and trading in stock baskets
    Journal of Banking & Finance, 2001, 25, (9), 1607-1634 View citations (38)
    See also Working Paper Efficiency in index options markets and trading in stock baskets, FRB Atlanta Working Paper (1999) View citations (2) (1999)

2000

42. Arbitrage and Valuation in the Market forStandard and Poor's Depository Receipts
    Financial Management, 2000, 29, (3) View citations (31)
43. Evidence on the efficiency of index options markets
    Economic Review, 2000, 85, (Q1), 40-51 View citations (2)
44. Institutional Investors, Analyst Following, and the January Anomaly
    Journal of Business Finance & Accounting, 2000, 27, (3‐4), 469-485 View citations (6)
    See also Working Paper Institutional investors, analyst following, and the January anomaly, FRB Atlanta Working Paper (1998) (1998)
45. TIME-VARYING VOLATILITY IN CANADIAN AND U.S. STOCK INDEX AND INDEX FUTURES MARKETS: A MULTIVARIATE ANALYSIS
    Journal of Financial Research, 2000, 23, (2), 129-143 View citations (4)
    See also Working Paper Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis, FRB Atlanta Working Paper (1998) (1998)
46. Voluntary disclosure under imperfect competition: experimental evidence
    International Journal of Industrial Organization, 2000, 18, (1), 81-105 View citations (9)
    See also Working Paper Voluntary disclosure under imperfect competition: Experimental evidence, FRB Atlanta Working Paper (1998) (1998)

1999

47. Bid-Ask Spreads in Multiple Dealer Settings: Some Experimental Evidence
    Financial Management, 1999, 28, (1) View citations (4)
    See also Working Paper Bid-ask spreads in multiple dealer settings: Some experimental evidence, FRB Atlanta Working Paper (1998) View citations (2) (1998)
48. Intrinsic Bubbles: The Case of Stock Prices: Comment
    American Economic Review, 1999, 89, (5), 1372-1376 View citations (20)
    See also Working Paper Intrinsic bubbles: the case of stock prices: a comment, Working Paper Series (1999) View citations (21) (1999)
49. Stochastic trends and cointegration in the market for equities
    Journal of Economics and Business, 1999, 51, (2), 133-143 View citations (3)
    See also Working Paper Stochastic trends and cointegration in the market for equities, FRB Atlanta Working Paper (1998) (1998)

1998

50. Competitiveness and price setting in dealer markets
    Economic Review, 1998, 83, (Q 3), 4-11
51. Information dissemination and the distribution of wealth: Evidence from experimental asset markets
    Journal of Economic Behavior & Organization, 1998, 37, (3), 357-371 View citations (15)

1997

52. An experimental examination of the effects of forecast bias on individuals' use of forecasted information
    Journal of Accounting Research, 1997, 35, (1), 25-42 View citations (10)
53. Market behavior in the presence of costly, imperfect information: Experimental evidence
    Journal of Economic Behavior & Organization, 1997, 33, (1), 61-74 View citations (22)
54. PRIOR UNCERTAINTY, ANALYST BIAS, AND SUBSEQUENT ABNORMAL RETURNS
    Journal of Financial Research, 1997, 20, (2), 263-273 View citations (38)
55. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets
    Atlantic Economic Journal, 1997, 25, (4), 371-385 View citations (2)
56. The effect of circuit breakers on expected volatility: Tests using implied volatilities
    Atlantic Economic Journal, 1997, 25, (2), 117-127 View citations (1)

1996

57. What Affects Individuals' Decisions to Acquire Forecasted Information?*
    Contemporary Accounting Research, 1996, 13, (2), 379-399 View citations (6)

1995

58. Rational Expectations and Security Analysts' Earnings Forecasts
    The Financial Review, 1995, 30, (3), 427-43 View citations (6)
    See also Working Paper Rational expectations and security analysts' earnings forecasts, FRB Atlanta Working Paper (1992) View citations (1) (1992)

1994

59. Interest Rate Innovations and the Volatility of Long-Term Bond Yields
    Journal of Money, Credit and Banking, 1994, 26, (2), 203-17 View citations (3)
60. RATIONAL EXPECTATIONS AND THE DYNAMIC ADJUSTMENT OF SECURITY ANALYSTS' FORECASTS TO NEW INFORMATION
    Journal of Financial Research, 1994, 17, (3), 387-401 View citations (5)
    See also Working Paper Rational expectations and the dynamic adjustment of security analysts' forecasts to new information, FRB Atlanta Working Paper (1993) View citations (1) (1993)
61. Rational price limits in futures markets: tests of a simple optimizing model
    Review of Financial Economics, 1994, 4, (1), 93-108 View citations (3)
    Also in Review of Financial Economics, 1994, 4, (1), 93-108 (1994) View citations (3)
62. Uncertainty and volatility in stock prices
    Journal of Economics and Business, 1994, 46, (4), 239-253 View citations (2)

1993

63. Business cycles and analysts' forecasts: further evidence of rationality
    Economic Review, 1993, (Nov), 13-22 View citations (1)
64. Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
    Journal of Finance, 1993, 48, (4), 1147-60 View citations (32)

Chapters

2022

1. The complementarity of experimental and archival finance research
   Chapter 3 in Handbook of Experimental Finance, 2022, pp 26-40

2010

2. Weak and Strong Individual Forecasts: Additional Experimental Evidence
   Chapter 14 in Handbook of Behavioral Finance, 2010