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"Lucas" in the laboratory
Asparouhova, Elena; Bossaerts, Peter; Roy, Nilanjan; … - 2015
The Lucas asset pricing model is studied here in a controlled setting. Participants could trade two long-lived securities in a continuous open-book system. The experimental design emulated the stationary, infinite-horizon setting of the model and incentivized participants to smooth consumption...
Persistent link: https://www.econbiz.de/10011381924
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Asset pricing and asymmetric reasoning
Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
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Competition in portfolio management : theory and experiment
Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - 2013 - This Version: June 11, 2013
Persistent link: https://www.econbiz.de/10011338517
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Competition in portfolio management : theory and experiment
Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1868-1888
Persistent link: https://www.econbiz.de/10011338808
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'Lucas' in the laboratory
Asparouhova, Elena; Bossaerts, Peter L.; Roy, Nilanjana; … - 2015
The Lucas asset pricing model is studied here in a controlled setting. Participants could trade two long-lived securities in a continuous open-book system. The experimental design emulated the stationary, infinite-horizon setting of the model and incentivized participants to smooth consumption...
Persistent link: https://www.econbiz.de/10011284248
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Experiments on percolation of information in dark markets
Asparouhova, Elena; Bossaerts, Peter L. - In: The economic journal : the journal of the Royal … 127 (2017) 605, pp. 518-544
Persistent link: https://www.econbiz.de/10011758666
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Excess demand and equilibration in multi-security financial markets : the empirical evidence
Asparouhova, Elena; Bossaerts, Peter L.; Plott, Charles - In: Journal of financial markets 6 (2003) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001731402
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"Lucas" in the laboratory
Asparouhova, Elena; Bossaerts, Peter L.; Roy, Nilanjan; … - 2013
Persistent link: https://www.econbiz.de/10009754608
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Asset pricing and asymmetric reasoning
Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon; … - 2014
Persistent link: https://www.econbiz.de/10010362564
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Modelling price pressure in financial markets
Asparouhova, Elena; Bossaerts, Peter L. - In: Journal of economic behavior & organization : JEBO 72 (2009) 1, pp. 119-130
Persistent link: https://www.econbiz.de/10003906843