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Mark Van Boening

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.

    Cited by:

    1. Farmer, Amy & Pecorino, Paul, 2024. "Proposal convergence and settlement under final offer arbitration," International Review of Law and Economics, Elsevier, vol. 77(C).

  2. Pecorino, Paul & Van Boening, Mark, 2019. "An empirical analysis of litigation with discovery: The role of fairness," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 81(C), pages 172-184.

    Cited by:

    1. Cary Deck & Paul Pecorino & Michael Solomon, 2022. "Litigation with Negative Expected Value Suits: An Experimental Analysis," Working Papers 22-17, Chapman University, Economic Science Institute.
    2. Friehe, Tim & Pham, Cat Lam, 2021. "Accident avoidance and settlement bargaining: The role of reciprocity," International Review of Law and Economics, Elsevier, vol. 68(C).
    3. Farmer, Amy & Pecorino, Paul, 2020. "Disclosure and Discovery with fairness," International Review of Law and Economics, Elsevier, vol. 62(C).
    4. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.

  3. Pecorino Paul & Van Boening Mark, 2019. "Costly Voluntary Disclosure in a Signaling Game," Review of Law & Economics, De Gruyter, vol. 15(2), pages 1-32, July.

    Cited by:

    1. Farmer, Amy & Pecorino, Paul, 2020. "Disclosure and Discovery with fairness," International Review of Law and Economics, Elsevier, vol. 62(C).
    2. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.

  4. Paul Pecorino & Mark Van Boening, 2018. "An Empirical Analysis of the Signaling and Screening Models of Litigation," American Law and Economics Review, American Law and Economics Association, vol. 20(1), pages 214-244.

    Cited by:

    1. Cary Deck & Paul Pecorino & Michael Solomon, 2022. "Litigation with Negative Expected Value Suits: An Experimental Analysis," Working Papers 22-17, Chapman University, Economic Science Institute.
    2. Baharad, Roy & Cohen, Chen & Nitzan, Shmuel, 2022. "Litigation with adversarial efforts," International Review of Law and Economics, Elsevier, vol. 69(C).

  5. Pecorino, Paul & Van Boening, Mark, 2015. "Costly voluntary disclosure in a screening game," International Review of Law and Economics, Elsevier, vol. 44(C), pages 16-28.

    Cited by:

    1. Farmer, Amy & Pecorino, Paul, 2020. "Disclosure and Discovery with fairness," International Review of Law and Economics, Elsevier, vol. 62(C).
    2. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.

  6. Pecorino Paul & Van Boening Mark, 2014. "Bargaining with Asymmetric Dispute Costs," Review of Law & Economics, De Gruyter, vol. 10(1), pages 31-58, March.

    Cited by:

    1. Pecorino Paul & Van Boening Mark, 2019. "Costly Voluntary Disclosure in a Signaling Game," Review of Law & Economics, De Gruyter, vol. 15(2), pages 1-32, July.
    2. Pecorino, Paul & Van Boening, Mark, 2015. "Costly voluntary disclosure in a screening game," International Review of Law and Economics, Elsevier, vol. 44(C), pages 16-28.

  7. Paul Pecorino & Mark Van Boening, 2010. "Fairness in an Embedded Ultimatum Game," Journal of Law and Economics, University of Chicago Press, vol. 53(2), pages 263-287, May.

    Cited by:

    1. Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
    2. Eisenkopf, Gerald & Friehe, Tim & Wohlschlegel, Ansgar, 2019. "On the role of emotions in experimental litigation contests," International Review of Law and Economics, Elsevier, vol. 57(C), pages 90-94.
    3. Friehe, Tim & Pham, Cat Lam, 2021. "Accident avoidance and settlement bargaining: The role of reciprocity," International Review of Law and Economics, Elsevier, vol. 68(C).
    4. Pecorino Paul & Van Boening Mark, 2019. "Costly Voluntary Disclosure in a Signaling Game," Review of Law & Economics, De Gruyter, vol. 15(2), pages 1-32, July.
    5. Chris Kuo, 2013. "Billing Abuses by the Experts: A Game-Theoretic Analysis of Legal Services," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 9(1), pages 13-30, January.
    6. Erik O. Kimbrough & Roman M. Sheremeta & Timothy W. Shields, 2013. "When Parity Promotes Peace: Resolving Conflict Between Asymmetric Agents," Working Papers 13-33, Chapman University, Economic Science Institute.
    7. Pecorino Paul & Van Boening Mark, 2014. "Bargaining with Asymmetric Dispute Costs," Review of Law & Economics, De Gruyter, vol. 10(1), pages 31-58, March.
    8. Farmer, Amy & Pecorino, Paul, 2020. "Disclosure and Discovery with fairness," International Review of Law and Economics, Elsevier, vol. 62(C).
    9. Pecorino, Paul & Van Boening, Mark, 2015. "Costly voluntary disclosure in a screening game," International Review of Law and Economics, Elsevier, vol. 44(C), pages 16-28.

  8. Mark Van Boening & Tanja F. Blackstone & Michael McKee & Elisabet Rutstrom, 2006. "Benefit packages and individual behavior: choices over discrete goods with multiple attributes," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(6), pages 511-526.

    Cited by:

    1. Gary Charness & Peter J. Kuhn, 2010. "Lab Labor: What Can Labor Economists Learn from the Lab?," NBER Working Papers 15913, National Bureau of Economic Research, Inc.

  9. Mark V. Van Boening & Nathaniel T. Wilcox, 2005. "A Limit of Bilateral Contracting Institutions," Economic Inquiry, Western Economic Association International, vol. 43(4), pages 840-854, October.

    Cited by:

    1. Elmaghraby, Wedad J. & Larson, Nathan, 2012. "Explaining deviations from equilibrium in auctions with avoidable fixed costs," Games and Economic Behavior, Elsevier, vol. 76(1), pages 131-159.
    2. Vivian Lei & Charles N. Noussair, 2007. "Equilibrium Selection in an Experimental Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 74(2), pages 448-482, October.

  10. Paul Pecorino & Mark Van Boening, 2004. "An Empirical Analysis of Bargaining with Voluntary Transmission of Private Information," The Journal of Legal Studies, University of Chicago Press, vol. 33(1), pages 131-156, January.

    Cited by:

    1. Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
    2. Erik O. Kimbrough & Roman M. Sheremeta & Timothy W. Shields, 2013. "When Parity Promotes Peace: Resolving Conflict Between Asymmetric Agents," Working Papers 13-33, Chapman University, Economic Science Institute.
    3. Pecorino Paul & Van Boening Mark, 2014. "Bargaining with Asymmetric Dispute Costs," Review of Law & Economics, De Gruyter, vol. 10(1), pages 31-58, March.
    4. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.
    5. Pecorino, Paul & Van Boening, Mark, 2015. "Costly voluntary disclosure in a screening game," International Review of Law and Economics, Elsevier, vol. 44(C), pages 16-28.

  11. Pecorino, Paul & Van Boening, Mark, 2001. "Bargaining and Information: An Empirical Analysis of A Multistage Arbitration Game," Journal of Labor Economics, University of Chicago Press, vol. 19(4), pages 922-948, October.

    Cited by:

    1. Paul Pecorino & Mark Van Boening, 2004. "An Empirical Analysis of Bargaining with Voluntary Transmission of Private Information," The Journal of Legal Studies, University of Chicago Press, vol. 33(1), pages 131-156, January.
    2. Ricardo Marselli & Bryan C. McCannon & Marco Vannini, 2015. "Bargaining in the Shadow of Arbitration," Working Papers 15-19, Department of Economics, West Virginia University.
    3. Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
    4. David Dickinson, 2004. "Bargaining Outcomes with Double-Offer Arbitration," Working Papers 04-19, Department of Economics, Appalachian State University.
    5. Deck, Cary A. & Farmer, Amy, 2009. "Strategic bidding and investments in final offer arbitration: Theory and experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 361-373, May.
    6. Paul Pecorino & Mark Van Boening, 2010. "Fairness in an Embedded Ultimatum Game," Journal of Law and Economics, University of Chicago Press, vol. 53(2), pages 263-287, May.
    7. Gary Charness & Peter J. Kuhn, 2010. "Lab Labor: What Can Labor Economists Learn from the Lab?," NBER Working Papers 15913, National Bureau of Economic Research, Inc.
    8. David Dickinson, 2003. "The Chilling Effect Of Optimism: The Case of Final-Offer Arbitration," Working Papers 2003-01, Utah State University, Department of Economics.
    9. Dickinson, David L. & McEvoy, David M. & Bruner, David, 2021. "The Impact of Sleep Restriction on Interpersonal Conflict Resolution and the Narcotic Effect," IZA Discussion Papers 14536, Institute of Labor Economics (IZA).
    10. Erik O. Kimbrough & Roman M. Sheremeta & Timothy W. Shields, 2013. "When Parity Promotes Peace: Resolving Conflict Between Asymmetric Agents," Working Papers 13-33, Chapman University, Economic Science Institute.
    11. Pecorino Paul & Van Boening Mark, 2014. "Bargaining with Asymmetric Dispute Costs," Review of Law & Economics, De Gruyter, vol. 10(1), pages 31-58, March.
    12. Pecorino, Paul & Solomon, Michael & Van Boening, Mark, 2021. "Bargaining with voluntary transmission of private information: An experimental analysis of final offer arbitration," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 334-366.
    13. Cary Deck & Amy Farmer & Dao-Zhi Zeng, 2007. "Amended final-offer arbitration over an uncertain value: A comparison with CA and FOA," Experimental Economics, Springer;Economic Science Association, vol. 10(4), pages 439-454, December.

  12. Mark van Boening & Vernon L. Smith & Charissa P. Wellford, 2000. "Dividend timing and behavior in laboratory asset markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(3), pages 567-583.

    Cited by:

    1. Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021. "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 75-88.
    2. Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014. "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 781-797.
    3. Cheung, Stephen L. & Palan, Stefan, 2009. "Two Heads Are Less Bubbly than One: Team Decision-Making in an Experimental Asset Market," IZA Discussion Papers 4507, Institute of Labor Economics (IZA).
    4. Taylor Jaworskiy & Erik O. Kimbrough, 2012. "An Experimental Examination of Asset Pricing Under Market Uncertainty," Discussion Papers dp12-21, Department of Economics, Simon Fraser University.
    5. Cheung, Stephen L. & Coleman, Andrew, 2012. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," Working Papers 2012-13, University of Sydney, School of Economics.
    6. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134, Cowles Foundation for Research in Economics, Yale University.
    7. Debapriya Jojo Paul & Julia Henker & Sian Owen, 2019. "The aggregate impacts of tournament incentives in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(2), pages 441-476, June.
    8. Holt, Charles A. & Porzio, Megan & Song, Michelle Yingze, 2017. "Price bubbles, gender, and expectations in experimental asset markets," European Economic Review, Elsevier, vol. 100(C), pages 72-94.
    9. Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    10. Stefan Palan, 2010. "Digital Options and Efficiency in Experimental Asset Markets," Post-Print hal-00849410, HAL.
    11. Giulio Bottazzi & Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," ROCK Working Papers 022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
    12. Cary Deck & David Porter & Vernon L. Smith, 2011. "Double Bubbles in Assets Markets with Multiple Generations," Working Papers 11-10, Chapman University, Economic Science Institute.
    13. Charles Noussair & Steven Tucker, 2014. "Cash Inflows and Bubbles in Asset Markets with Constant Fundamental Values," Working Papers in Economics 14/03, University of Waikato.
    14. Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2017. "Symmetric information bubbles: Experimental evidence," CAMA Working Papers 2017-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    15. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Expectations and Bubbles in Asset Pricing Experiments," CeNDEF Working Papers 02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    16. Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2015. "Multi-period experimental asset markets with distinct fundamental value regimes," Experimental Economics, Springer;Economic Science Association, vol. 18(2), pages 314-334, June.
    17. Michael Kirchler & Jurgen Huber & Thomas Stockl, 2012. "Thar She Bursts: Reducing Confusion Reduces Bubbles," American Economic Review, American Economic Association, vol. 102(2), pages 865-883, April.
    18. Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012. "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper 37321, University Library of Munich, Germany.
    19. Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Post-Print halshs-03033454, HAL.
    20. Lambrecht, Marco & Sofianos, Andis & Xu, Yilong, 2021. "Does mining fuel bubbles? An experimental study on cryptocurrency markets," Working Papers 0703, University of Heidelberg, Department of Economics.
    21. Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
    22. Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012. "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 278-291.
    23. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2007. "Asset Bubbles without Dividends - An Experiment," Sonderforschungsbereich 504 Publications 07-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    24. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014. "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, vol. 66(C), pages 84-96.
    25. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2015. "Investment Horizons and Price Indeterminacy in Financial Markets," Cowles Foundation Discussion Papers 2001, Cowles Foundation for Research in Economics, Yale University.
    26. Te Bao & Edward Halim & Charles N. Noussair & Yohanes E. Riyanto, 2021. "Managerial incentives and stock price dynamics: an experimental approach," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 617-648, June.
    27. Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2018. "Cognitive bubbles," Experimental Economics, Springer;Economic Science Association, vol. 21(1), pages 132-153, March.
    28. Mayhew, Brian W. & Vitalis, Adam, 2014. "Myopic loss aversion and market experience," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 113-125.
    29. John Duffy & Janet Hua Jiang & Huan Xie, 2023. "Pricing Indefinitely Lived Assets: Experimental Evidence," Staff Working Papers 23-25, Bank of Canada.
    30. Bousselmi, Wael & Sentis, Patrick & Willinger, Marc, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 90-113.
    31. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
    32. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
    33. Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2011. "On the ingredients for bubble formation: Informed traders and communication," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1831-1851.
    34. Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
    35. Erik O. Kimbrough & Taylor Jaworski, 2014. "Bubbles, Crashes and Endogenous Uncertainty in Linked Asset and Product Markets," Discussion Papers dp14-07, Department of Economics, Simon Fraser University.
    36. Huan Xie & Jipeng Zhang, 2012. "Bubbles and Experience: An Experiment with a Steady Inflow of New Traders," CIRANO Working Papers 2012s-01, CIRANO.
    37. Shachat, Jason & Srivinasan, Anand, 2011. "Informational price cascades and non-aggregation of asymmetric information in experimental asset markets," MPRA Paper 30308, University Library of Munich, Germany.
    38. Brice Corgnet & Roberto Hernán-González & Praveen Kujal & David Porter, 2015. "The Effect of Earned Versus House Money on Price Bubble Formation in Experimental Asset Markets," Review of Finance, European Finance Association, vol. 19(4), pages 1455-1488.
    39. Stephen L. Cheung & Andrew Coleman, 2014. "Relative Performance Incentives and Price Bubbles in Experimental Asset Markets," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 345-363, October.
    40. John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, University Library of Munich, Germany, revised 17 Mar 2004.
    41. Griffin, John, 2017. "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 21-27.
    42. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
    43. Powell, O.R., 2010. "Essays on experimental bubble markets," Other publications TiSEM b16ad7ae-3741-4f08-8de7-3, Tilburg University, School of Economics and Management.
    44. Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2009. "An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism," Working Papers in Economics 09/19, University of Canterbury, Department of Economics and Finance.
    45. Dean Johnson & Patrick Joyce, 2012. "Bubbles and Crashes Revisited," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 29-42, August.
    46. Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018. "Bubbles and financial professionals," Working Papers 2018-04, Faculty of Economics and Statistics, Universität Innsbruck, revised Oct 2018.
    47. Ralf Becker & Urs Fischbacher & Thorsten Hens, "undated". "Soft Landing of a Stock Market Bubble, An Experimental Study," IEW - Working Papers 090, Institute for Empirical Research in Economics - University of Zurich.
    48. Zhengyang Bao & Andreas Leibbrandt & ple391, 2019. "Thar she resurges: The case of assets that lack positive fundamental value," Monash Economics Working Papers 12-19, Monash University, Department of Economics.
    49. Larry Bensimhon & Yuri Biondi, 2013. "Financial Bubbles, Common Knowledge and Alternative Accounting Regimes: An Experimental Analysis of Artificial Spot Security Markets," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 3, pages 21-59, December.
    50. Jürgen Huber & Michael Kirchler, 2012. "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 89-105, March.
    51. Vivian Lei & Filip Vesely, 2009. "Market Efficiency: Evidence From A No-Bubble Asset Market Experiment," Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 246-258, May.
    52. Volodymyr Lugovskyy & Daniela Puzzello, & Steven Tucker & Arlington Williams, 2012. "Can Concentration Control Policies Eliminate Bubbles?," Working Papers in Economics 12/13, University of Waikato.
    53. Francesco Cordoni, 2022. "Multi-Asset Bubbles Equilibrium Price Dynamics," Papers 2206.01468, arXiv.org, revised Sep 2024.
    54. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
    55. Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014. "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers 14-18, Bank of Canada.
    56. Damir Tokic, 2012. "The passive investor puzzle," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 141-154, April.
    57. Charles Noussair & Stephane Robin & Bernard Ruffieux, 2001. "Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values," Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 87-105, June.
    58. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.
    59. Baghestanian, Sascha & Massenot, Baptiste, 2015. "Predictably irrational: Gambling for resurrection in experimental asset markets?," SAFE Working Paper Series 104, Leibniz Institute for Financial Research SAFE.

  13. Mark Van Boening & Stephen Rassenti & Vernon Smith, 1998. "Numerical Computation of Equilibrium Bid Functions in a First-Price Auction with Heterogeneous Risk Attitudes," Experimental Economics, Springer;Economic Science Association, vol. 1(2), pages 147-159, September.

    Cited by:

    1. Paul Pezanis-Christou & Andres Romeu, 2016. "Structural Analysis of First-Price Auction Data: Insights from the Laboratory," School of Economics and Public Policy Working Papers 2016-17, University of Adelaide, School of Economics and Public Policy.
    2. Pezanis-Christou, P. & Sadrieh, A., 2003. "Elicited Bid Functions in a (a)Symmetric First-Price Auctions," Other publications TiSEM c037828e-dcce-4af4-9125-4, Tilburg University, School of Economics and Management.
    3. Theodore L. Turocy & Elizabeth Watson, 2012. "Reservation Values and Regret in Laboratory First‐Price Auctions: Context and Bidding Behavior," Southern Economic Journal, John Wiley & Sons, vol. 78(4), pages 1163-1180, April.
    4. Tibor Neugebauer, 2007. "Bid and price effects of increased competition in the first-price auction: experimental evidence," LSF Research Working Paper Series 07-17, Luxembourg School of Finance, University of Luxembourg.
    5. Robert Dorsey & Laura Razzolini, 2003. "Explaining Overbidding in First Price Auctions Using Controlled Lotteries," Experimental Economics, Springer;Economic Science Association, vol. 6(2), pages 123-140, October.
    6. Gentry, Matthew & Li, Tong & Lu, Jingfeng, 2015. "Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth," LSE Research Online Documents on Economics 66100, London School of Economics and Political Science, LSE Library.
    7. Neugebauer, Tibor & Selten, Reinhard, 2006. "Individual behavior of first-price auctions: The importance of information feedback in computerized experimental markets," Games and Economic Behavior, Elsevier, vol. 54(1), pages 183-204, January.

  14. Van Boening, Mark V & Wilcox, Nathaniel T, 1996. "Avoidable Cost: Ride a Double Auction Roller Coaster," American Economic Review, American Economic Association, vol. 86(3), pages 461-477, June.

    Cited by:

    1. Elmaghraby, Wedad J. & Larson, Nathan, 2012. "Explaining deviations from equilibrium in auctions with avoidable fixed costs," Games and Economic Behavior, Elsevier, vol. 76(1), pages 131-159.
    2. Buchheit, Steve & Feltovich, Nick, 2010. "Experimental evidence of a sunk–cost paradox: a study of pricing behavior in Bertrand–Edgeworth duopoly," SIRE Discussion Papers 2010-124, Scottish Institute for Research in Economics (SIRE).
    3. Micola, Augusto Ruperez & Bunn, Derek W., 2008. "Crossholdings, concentration and information in capacity-constrained sealed bid-offer auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 748-766, June.
    4. Cason, Timothy N. & Gangadharan, Lata & Duke, Charlotte, 2003. "Market Power in Tradable Emission Markets: A Laboratory Testbed for Emission Trading in Port Phillip Bay, Victoria," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia 57841, Australian Agricultural and Resource Economics Society.
    5. Kyle Hampton & Katerina Sherstyuk, 2010. "Demand Shocks, Capacity Coordination and Industry Performance: Lessons from Economic Laboratory," Working Papers 2010-09, University of Alaska Anchorage, Department of Economics.
    6. Duffy, John, 2006. "Agent-Based Models and Human Subject Experiments," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011, Elsevier.
    7. Koji Kotani & Kenta Tanaka & Shunsuke Managi, 2014. "On the fundamental performance of a marketable permit system in a trader setting," Working Papers SDES-2014-2, Kochi University of Technology, School of Economics and Management, revised Oct 2014.
    8. Araoz, Veronica & Jörnsten, Kurt, 2011. "Semi-Lagrangean approach for price discovery in markets with non-convexities," European Journal of Operational Research, Elsevier, vol. 214(2), pages 411-417, October.
    9. HIGASHIDA Keisaku & MANAGI Shunsuke, 2010. "Efficiency of Individual Transferable Quotas (ITQs) when Fishers are able to Choose Vessel Sizes: An experimental approach," Discussion papers 10036, Research Institute of Economy, Trade and Industry (RIETI).
    10. Noussair, Charles & Robin, Stephane & Ruffieux, Bernard, 1998. "The effect of transaction costs on double auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 36(2), pages 221-233, August.
    11. Miller, Ross M., 2008. "Don't let your robots grow up to be traders: Artificial intelligence, human intelligence, and asset-market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 153-166, October.
    12. Varouj A. Aivazian & Jeffrey L. Callen & Susan McCracken, 2009. "Experimental Tests of Core Theory and the Coase Theorem: Inefficiency and Cycling," Journal of Law and Economics, University of Chicago Press, vol. 52(4), pages 745-759, November.
    13. Vivian Lei & Charles N. Noussair, 2007. "Equilibrium Selection in an Experimental Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 74(2), pages 448-482, October.
    14. Durham, Yvonne & McCabe, Kevin & Olson, Mark A. & Rassenti, Stephen & Smith, Vernon, 2004. "Oligopoly competition in fixed cost environments," International Journal of Industrial Organization, Elsevier, vol. 22(2), pages 147-162, February.
    15. Noussair, C.N. & van Soest, D.P., 2014. "Economic Experiments and Environmental Policy : A Review," Other publications TiSEM 5ccc4032-fc1e-453c-9a96-a, Tilburg University, School of Economics and Management.
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    3. Hubert J. Kiss & Laszlo A. Koczy & Agnes Pinter & Balazs R. Sziklai, 2019. "Does risk sorting explain bubbles?," CERS-IE WORKING PAPERS 1905, Institute of Economics, Centre for Economic and Regional Studies.
    4. Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014. "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 781-797.
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    6. Tomoe Hoshihata & Ryuichiro Ishikawa & Nobuyuki Hanaki & Eizo Akiyama, 2017. "Flat Bubbles in Long-Horizon Experiments: Results from two Market Conditions," GREDEG Working Papers 2017-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    7. Enrica Carbone & John Hey & Tibor Neugebauer, 2021. "An Experimental Comparison of Two Exchange Economies: Long-Lived Asset vs. Short-Lived Asset," Management Science, INFORMS, vol. 67(11), pages 6946-6962, November.
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    1. Stöckl, Thomas & Palan, Stefan, 2018. "Catch me if you can. Can human observers identify insiders in asset markets?," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 1-17.
    2. Tamar Kugler & Zvika Neeman & Nir Vulkan, 2003. "Markets Versus Negotiations: An Experimental Investigation," Discussion Paper Series dp319, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    3. Jianjun Miao, 2005. "A Search Model of Centralzied and Decentralized Trade," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-144, Boston University - Department of Economics.
    4. Carlos Alós-Ferrer & Johannes Buckenmaier & Georg Kirchsteiger, 2020. "Do Traders Learn to Select Efficient Market Institutions?," ECON - Working Papers 364, Department of Economics - University of Zurich.
    5. Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007. "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series 07-20, Swiss Finance Institute.
    6. Arthur Dolgopolov & Daniel Houser & Cesar Martinelli & Thomas Stratmann, 2019. "Assignment Markets: Theory and Experiments," Working Papers 1075, George Mason University, Interdisciplinary Center for Economic Science.
    7. Jean Paul Rabanal & Olga A. Rabanal, 2015. "A Simulation on the Evolution of Markets: Call Market, Decentralized and Posted Offer," Working Papers 34, Peruvian Economic Association.
    8. Blennerhassett, Michael & Bowman, Robert G., 1998. "A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 261-276, December.
    9. Roberts Michael J & Key Nigel, 2005. "Losing Under Contract: Transaction-Cost Externalities and Spot Market Disintegration," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 3(2), pages 1-19, April.
    10. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    11. Olga A. Rud & Jean Paul Rabanal, 2018. "Evolution of markets: a simulation with centralized, decentralized and posted offer formats," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 667-689, August.

  17. Hahn, Robert W & Van Boening, Mark V, 1990. "An Experimental Examination of Spot Markets for Electricity," Economic Journal, Royal Economic Society, vol. 100(403), pages 1073-1094, December.

    Cited by:

    1. Carine Staropoli & Celine Jullien, 2006. "Using Laboratory Experiments to Design Efficient Market Institutions: The case of wholesale electricity markets," Post-Print hal-00569121, HAL.
    2. Carine Staropoli & Celine Jullien, 2006. "Using Laboratory Experiments to Design Efficient Market Institutions: The case of wholesale electricity markets," Grenoble Ecole de Management (Post-Print) hal-00569121, HAL.
    3. Carine Staropoli & Celine Jullien, 2006. "Using Laboratory Experiments to Design Efficient Market Institutions: The case of wholesale electricity markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00569121, HAL.
    4. McDaniel, T., 2003. "Auctioning access to networks: evidence and expectations," Utilities Policy, Elsevier, vol. 11(1), pages 33-38, March.

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