Search Results

Asset markets in the lab: A literature review,
Andrea Morone and Simone Nuzzo, from Economics Department, Universitat Jaume I, Castellón (Spain) (2016)
Keywords: Experimental Asset Markets

Anchoring in experimental asset markets,
Sascha Baghestanian and Todd Walker, from Leibniz Institute for Financial Research SAFE (2015)
Keywords: Experimental Asset Markets, Anchoring, Bubbles

Anchoring in experimental asset markets,
Sascha Baghestanian and Todd Walker, in Journal of Economic Behavior & Organization (2015)
Keywords: Experimental asset markets; Anchoring; Bubbles;

Asset dynamics, liquidity, and inequality in decentralized markets,
Maurizio Iacopetta and Raoul Minetti, from HAL (2019)
Keywords: Decentralized markets,Asset dynamics

Asset dynamics, liquidity, and inequality in decentralized markets,
Maurizio Iacopetta and Raoul Minetti, from HAL (2019)
Keywords: Decentralized markets,Asset dynamics

Interdependence and contagion in global asset markets,
John Beirne and Jana Bricco ('Gieck'), from European Central Bank (2012)
Keywords: asset markets, contagion, global VAR

Liquidity in asset markets with search frictions,
Ricardo Lagos and Guillaume Rocheteau, from Federal Reserve Bank of Cleveland (2007)
Keywords: Asset pricing; Over-the-counter markets

Prices, Asset Markets and Indeterminacy,
Heracles Polemarchakis and Paolo Siconolfi, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1994)
Keywords: Incomplete asset market, trading constraints, indeterminacy

Prices, Asset Markets and Indeterminacy,
Heracles M. Polemarchakis and P. Siconolfi, from Cowles Foundation for Research in Economics, Yale University (1996)
Keywords: Incomplete asset market, trading constraints, indeterminacy

Toxic Assets and Market Freezes,
Chao Gu, Guido Menzio, Randall Wright and Yu Zhu, from Department of Economics, University of Missouri (2020)
Keywords: toxic assets, market freezes, negative returns, liquidity

Asset Prices and Asset Correlations in Illiquid Markets,
Alessio Caldarera and Celso Brunetti, from Society for Economic Dynamics (2005)
Keywords: Market Liquidity, Asset Pricing, Volatilities, Correlations, GMM

Asset Prices and asset Correlations in Illiquid Markets,
Celso Brunetti and Alessio Caldarera, from Society for Computational Economics (2006)
Keywords: Market Liquidity, Volatilities, Correlations, Asset Pricing, GMM

Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete,
John Geanakoplos and Heracles M. Polemarchakis, from Cowles Foundation for Research in Economics, Yale University (1985)
Keywords: Asset markets, competitive equilibria, incomplete asset markets

Futures markets, cognitive ability, and mispricing in experimental asset markets,
Charles Noussair, Steven Tucker and Yilong Xu, in Journal of Economic Behavior & Organization (2016)
Keywords: Asset market experiment; Market institution; Futures market;

Asset Pricing and Market Liquidity,
Andria Merwe, from Palgrave Macmillan (2015)
Keywords: Asset Price, Hedge Fund, Trading Cost, Market Maker, Capital Asset Price Model

Asset Allocation in Commodity Markets,
Adam Zaremba, from Palgrave Macmillan (2015)
Keywords: Hedge Fund, Asset Allocation, Commodity Market, Asset Class, Future Cash Flow

Two Trees: Asset Price Dynamics Induced by Market Clearing,
John Cochrane and Francis Longstaff, from Society for Economic Dynamics (2004)
Keywords: Asset pricing, market clearing.

Explaining asset pricing puzzles associated with the 1987 market crash,
Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein, from Federal Reserve Bank of Chicago (2010)
Keywords: Asset pricing; Prices; Markets

Cash Inflows and Bubbles in Asset Markets with Constant Fundamental Values,
Charles Noussair and Steven Tucker, from University of Waikato (2014)
Keywords: experimental asset markets; bubbles

Asset Pricing Under Endogenous Expectations in an Artificial Stock Market,
W.B. Arthur, J.H. Holland, Blake Lebaron, R. Palmer and P. Tayler, from Wisconsin Madison - Social Systems (1996)
Keywords: ASSET PRICING;STOCK MARKET

Experimental asset markets: A survey of recent developments,
Owen Powell and Natalia Shestakova, in Journal of Behavioral and Experimental Finance (2016)
Keywords: Asset markets; Survey; Experimental finance;

Financial Innovation, Market Participation, and Asset Prices,
Martin Gonzalez Eiras, Laurent Calvet and Paolo Sodini, from Universidad de San Andres, Departamento de Economia (2004)
Keywords: finance, market participation, assets, price

Asset Pricing in Models with incomplete markets and default,
Felix Kubler Karl Schmedders, from Society for Computational Economics (2001)
Keywords: incomplete markets, collateral, asset pricing

An Experimental Examination of Asset Pricing Under Market Uncertainty,
Taylor Jaworskiy and Erik Kimbrough, from Department of Economics, Simon Fraser University (2012)
Keywords: Asset Markets, Uncertainty, Experimental Economics

Overconfidence and bubbles in experimental asset markets,
Julija Michailova, from University Library of Munich, Germany (2010)
Keywords: overconfidence; price bubbles; experimental asset market.

Overconfidence and bubbles in experimental asset markets,
Julija Michailova and Ulrich Schmidt, from Kiel Institute for the World Economy (IfW Kiel) (2011)
Keywords: Overconfidence, price bubbles, experimental asset market

Heterogeneous probabilities in complete asset markets,
Laurent Calvet, Jean-Michel Grandmont and Isabelle Lemaire, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1998)
Keywords: Heterogeneity, subjective probabilities, complete asset markets.

Market Returns to Acquirers of Substantial Assets,
Raymond da Silva Rosa, Thuy Nguyen and Terry Walter, in Australian Journal of Management (2004)
Keywords: ASSET ACQUISITIONS; MARKET EFFICIENCY; LONG-TERM PERFORMANCE

Arbitrage bots in experimental asset markets,
Martin Angerer, Tibor Neugebauer and Jason Shachat, from University Library of Munich, Germany (2019)
Keywords: asset market experiment, arbitrage, algorithmic trading

Arbitrage bots in experimental asset markets,
Martin Angerer, Tibor Neugebauer and Jason Shachat, in Journal of Economic Behavior & Organization (2023)
Keywords: Asset market experiment; Arbitrage; Algorithmic trading;

Gradual Bargaining in Decentralized Asset Markets,
Guillaume Rocheteau, Tai-Wei Hu, Lucie Lebeau and Younghwan In, in Review of Economic Dynamics (2021)
Keywords: Decentralized asset markets; Bargaining with an agenda; Nash program

Price manipulation in an experimental asset market,
Helena Veiga and Marc Vorsatz, in European Economic Review (2009)
Keywords: Asset market Experiment Price manipulation Rational expectations

Asset Issuance in Over-the-Counter Markets,
Zachary Bethune, Bruno Sultanum and Nicholas Trachter, from Federal Reserve Bank of Richmond (2017)
Keywords: Decentralized markets; bilateral trade; asset issuance; liquidity

Asset market linkages in crisis periods,
Casper de Vries, Philipp Hartman and Stefan Straetmans, from Federal Reserve Bank of Chicago (2001)
Keywords: Financial markets; Bank assets; Stocks; Bonds

Personality Characteristics and Asset Market Behavior,
Katerina Straznicka, from HAL (2012)
Keywords: Asset market,bubbles,incentives,tournaments,experiment

Personality Characteristics and Asset Market Behavior,
Katerina Straznicka and Stéphane Robin, from HAL (2012)
Keywords: Asset market,bubbles,incentives,tournaments,experiment

Trading Motives in Asset Markets,
Zijian Wang, from University Library of Munich, Germany (2019)
Keywords: Asset markets, private information, competitive search, government intervention

THE MARKET VALUATION OF KNOWLEDGE ASSETS,
Carter Bloch, in Economics of Innovation and New Technology (2008)
Keywords: Market valuation, R&D, Knowledge capital, Intangible assets, Ownership structure,

Incomplete markets and derivative assets,
François Grand and Xavier Ragot, in Economic Theory (2016)
Keywords: Incomplete markets, Heterogeneous agent models, Imperfect risk sharing, Derivative assets

Incomplete markets and derivative assets,
François Legrand and Xavier Ragot, from HAL (2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets

Incomplete markets and derivative assets,
François Legrand and Xavier Ragot, from HAL (2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets

Incomplete markets and derivative assets,
François Legrand and Xavier Ragot, from HAL (2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets

Trading Motives in Asset Markets,
Zijian Wang, from University of Western Ontario, Department of Economics (2019)
Keywords: asset markets, private information, competitive search, government intervention

Causes of Asset Shortages in Emerging Markets,
Jiaqian Chen and Patrick Imam, from International Monetary Fund (2011)
Keywords: WP;asset shortage;fixed income;incomplete market;money supply;supply and demand; Emerging Market; Capital Market; Regulation; asset issuance; asset supply; private equity; EM asset class; venture capital; asset shortage problem; asset class; asset shortage Indexit; risk asset class; asset shortage persistence; supply of financial assets; Capital markets; Pension spending; Foreign assets; Stocks; Securities markets; East Asia; Middle East; Global

An Introduction to General Equilibrium with Incomplete Asset Markets,
John Geanakoplos, from Cowles Foundation for Research in Economics, Yale University (1989)
Keywords: Asset markets, incomplete markets, general equilibrium theory

Eurosystem’s asset purchases and money market rates,
W. Arrata, Benoît Nguyen, I. Rahmouni-Rousseau and Miklos Vari, from Banque de France (2017)
Keywords: specialness, repo market, asset purchases, money market.

Asset pricing in bull and bear markets,
Sampan Nettayanun, in Journal of International Financial Markets, Institutions and Money (2023)
Keywords: Asset pricing; Investing; Factor models; Bull markets; Bear markets;

Insider trading and portfolio structure in experimental asset markets with a long-lived asset,
Jan Krahnen, C. Rieck and Erik Theissen, in The European Journal of Finance (1999)
Keywords: Experimental Asset Markets, Market Efficiency, Market Institutions, Endowment Effect,

A Model of Instability in Asset Markets,
H. Peter Gray, from Palgrave Macmillan (2004)
Keywords: Financial Market, Mutual Fund, Financial Asset, Excess Demand, Foreign Exchange Market

Liquidity and asset prices in a monetary model with OTC asset markets,
Fabrizio Mattesini and Ed Nosal, in Journal of Economic Theory (2016)
Keywords: Liquidity; Asset pricing; OTC markets; Inflation;

Asset market response to monetary policy news from SNB press releases,
Hendrik Hüning, from Hamburg Institute of International Economics (HWWI) (2016)
Keywords: monetary policy communication, asset markets

Asset market response to monetary policy news from SNB press releases,
Hendrik Hüning, in The North American Journal of Economics and Finance (2017)
Keywords: Monetary policy communication; Asset markets;

Hidden vs. known gender effects in experimental asset markets,
Catherine Eckel and Sascha Füllbrunn, in Economics Letters (2017)
Keywords: Asset market; Bubble; Experiment; Gender;

On booms that never bust: Ambiguity in experimental asset markets with bubbles,
Brice Corgnet, Roberto Hernán-González and Praveen Kujal, in Journal of Economic Dynamics and Control (2020)
Keywords: Experimental asset markets; Bubbles; Ambiguity;

Competing in Several Areas Simultaneously: The Case of Strategic Asset Markets,
Manfred Nermuth, in Games (2011)
Keywords: asset markets; Nash Equilibrium; multigames

Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values,
Charles Noussair, Stéphane Robin and Bernard Ruffieux, in Experimental Economics (2001)
Keywords: asset market, bubble, experiment, speculation,

On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles,
Brice Corgnet, Roberto Hernán-Gonzalez and Praveen Kujal, from HAL (2018)
Keywords: Experimental asset markets,bubbles,ambiguity

On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles,
Brice Corgnet, Roberto Hernán-González and Praveen Kujal, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2018)
Keywords: Experimental asset markets, bubbles, ambiguity

On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles,
Brice Corgnet, Roberto Hernán-González and Praveen Kujal, from Chapman University, Economic Science Institute (2018)
Keywords: Experimental asset markets, bubbles, ambiguity

Mental capabilities, trading styles, and asset market bubbles: theory and experiment,
Andreas Hefti, Steve Heinke and Frédéric Schneider, from Department of Economics - University of Zurich (2016)
Keywords: Asset markets, heterogeneity, mental capabilities

Cash versus Extra-Credit Incentives in Experimental Asset Markets,
Steven Tucker, Shuze Ding, Volodymyr Lugovskyy, Daniela Puzzello and Arlington Williams, from University of Waikato (2017)
Keywords: asset market experiments; experiment incentives

Bubbles, Crashes and Endogenous Uncertainty in Linked Asset and Product Markets,
Erik Kimbrough and Taylor Jaworski, from Department of Economics, Simon Fraser University (2014)
Keywords: Asset Markets, Uncertainty, Experimental Economics

Consequences of Asset Shortages in Emerging Markets,
Patrick Imam and Jiaqian Chen, from International Monetary Fund (2012)
Keywords: WP;asset shortage;current account;exchange rate;fixed income; Emerging Market; Crisis; Asset Bubble; accounts receivable; rising prices; EMs' inability; asset shortage index; private equity; interest rates in EMs; market fundamentals; asset shortages in EMs; issuing financial assets; market imperfection; Asset bubbles; Real interest rates; Asset prices; Capital markets; Emerging and frontier financial markets; Global

FINANCIAL CRISES: AN APPROACH FROM EXPECTATIONS AT ASSET MARKETS,
Sebastián Santocono, in Revista de Economía Política de Buenos Aires (2019)
Keywords: Asset Markets, Bubbles, Expectations, Financial Crisis

An asset market with backwards price comparative statics,
Thomas Cone, in Economics Bulletin (2019)
Keywords: Microeconomics, Demand theory, Asset markets, Learning

Numeraire independence and the measurement of mispricing in experimental asset markets,
Owen Powell, in Journal of Behavioral and Experimental Finance (2016)
Keywords: Asset markets; Averaging methods; Mispricing measures;

Financial Innovation, Market Participation, and Asset Prices,
Laurent Calvet, Martin Gonzales-Eiras and Paolo Sodini, from HAL (2004)
Keywords: Financial Innovation,Market Participation,Asset Prices

Literature review of experimental asset markets with insiders,
Robert Merl, in Journal of Behavioral and Experimental Finance (2022)
Keywords: Experiment; Asset market; Insider trading; Asymmetric information;

The role of trading frictions in real asset markets,
Alessandro Gavazza, from University Library of Munich, Germany (2010)
Keywords: decentralized markets, search, productivity, asset prices, aircraft.

To see is to believe: Common expectations in experimental asset markets,
Stephen Cheung, Morten Hedegaard and Stefan Palan, in European Economic Review (2014)
Keywords: Asset market experiment; Mispricing; Confusion; Common expectations;

Asset bubbles, credit market imperfections, and technology choice,
Tarishi Matsuoka and Akihisa Shibata, in Economics Letters (2012)
Keywords: Asset bubbles; Credit market imperfections; Technology adoption;

Trading and cognition in asset markets: An eye-tracking experiment,
Camille Cornand, Maria Alejandra Erazo Diaz and Adam Zylbersztejn, in Journal of Economic Behavior & Organization (2023)
Keywords: Experiment; Asset market; Information acquisition; Eye-tracking;

Individual speculative behavior and overpricing in experimental asset markets,
Dirk-Jan Janssen, Sascha Füllbrunn and Utz Weitzel, in Experimental Economics (2019)
Keywords: Speculation, Experimental asset markets, Financial economics

Confidence and decision-making in experimental asset markets,
Nicolás Aragón and Rasmus Pank Roulund, in Journal of Economic Behavior & Organization (2020)
Keywords: Confidence; Expectations; Bubbles; Experimental asset markets; Overconfidence;

Incomplete financial markets and jumps in asset prices,
Hervé Crès, Tobias Markeprand and Mich Tvede, in Economic Theory (2016)
Keywords: Financial markets, General equilibrium, Jumps in asset prices

Dividend timing and behavior in laboratory asset markets,
Mark Van Boening, Vernon Smith and Charissa P. Wellford, in Economic Theory (2000)
Keywords: Price bubbles, Asset market experiments, Expectations.

Equilibrium and arbitrage in incomplete asset markets with fixed prices,
P. Jean-Jacques Herings and Heracles Polemarchakis, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000)
Keywords: incomplete asset market, fix-price equilibrium, arbitrage.

Relative performance information in asset markets: An experimental approach,
Eric J. Schoenberg and Ernan Haruvy, in Journal of Economic Psychology (2012)
Keywords: Asset markets; Experiments; Bubbles; Relative performance;

Optimal Monetary Policy under Asset Market Segmentation,
Rajesh Singh, Amartya Lahiri and Carlos Vegh, from Econometric Society (2004)
Keywords: Optimal monetary policy, asset market segmentation

Margin Trading Bans in Experimental Asset Markets,
Sascha Füllbrunn and Tibor Neugebauer, from Friedrich-Schiller-University Jena (2012)
Keywords: Leverage, Asset Market, Price Bubble, Experimental Finance

Incomplete Financial Markets and Jumps in Asset Prices,
Hervé Crès, Tobias Markeprand and Mich Tvede, from University of Copenhagen. Department of Economics (2009)
Keywords: general equilibrium; financial markets; jumps in asset prices

Asset Bubbles, Credit Market Imperfections, and Technology Choice,
Akihisa Shibata and Tarishi Matsuoka, from Kyoto University, Institute of Economic Research (2011)
Keywords: asset bubbles; credit market imperfections; technology adoption

Aggregate Implications of Micro Asset Market Segmentation,
Chris Edmond and Pierre-Olivier Weill, from The University of Melbourne (2011)
Keywords: Asset pricing; market segmentation; idiosyncratic risk

Asset market equilibrium with short-selling and differential information,
Wassim Daher, V. Filipe Martins-da-Rocha and Yiannis Vailakis, from Université Panthéon-Sorbonne (Paris 1) (2005)
Keywords: Asset market; differential information; competitive equilibrium

Beauty Contests, Bubbles and Iterated Expectations in Asset Markets,
Franklin Allen, Stephen Morris and Hyun Song Shin, from Cowles Foundation for Research in Economics, Yale University (2003)
Keywords: Beauty Contests, Bubbles and iterated expectations in Asset Markets

Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,
Miguel Iraola and Juan Pablo Torres-Martinez, from Centro de Investigacion Economica, ITAM (2012)
Keywords: Collaterized asset markets, Liquidity constraints, prepayment risk

Optimal Monetary Policy under Asset Market Segmentation,
Rajesh Singh, Amartya Lahiri and Carlos Vegh, from Iowa State University, Department of Economics (2017)
Keywords: Optimal Monetary Policy; Asset Market Segmentation

Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices,
P. Jean-Jacques Herings and Heracles M. Polemarchakis, from HAL (2000)
Keywords: Incomplete asset market,Fix-price equilibrium,Arbitrage

Equilibrium and arbitrage in incomplete asset markets with fixed prices,
H. M. Polemarchakis and P. Jean-Jacques Herings, from HEC Paris (2000)
Keywords: Incomplete asset market; fix-price equilibrium; arbitrage

Asset prices, Credit and Investment in Emerging Markets,
Tuomas A. Peltonen, Ricardo Sousa and Isabel Vansteenkiste, from NIPE - Universidade do Minho (2009)
Keywords: investment, credit, asset prices, emerging markets.