A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets
Year of publication: |
2019
|
---|---|
Authors: | Charness, Gary |
Other Persons: | Neugebauer, Tibor (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Experiment | Arbitrage | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 19, 2018 erstellt |
Classification: | C92 - Laboratory; Group Behavior ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Arbitrage Bots in Experimental Asset Markets
Angerer, Martin, (2022)
-
Asset bubbles without dividends : an experiment
Oechssler, Joerg, (2007)
-
Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market
Dickinson, David L., (2017)
- More ...
-
A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets
CHARNESS, GARY, (2018)
-
A test of the Modigliani-Miller invariance theorem and arbitrage in experimental asset markets
Charness, Gary, (2018)
-
An Application of the English Clock MarketMechanism to Public Goods Games
Levati, Maria Vittoria, (2001)
- More ...