We investigate cross-impact in a hybrid experimental market, featuring both human and artificial agents. We exogenously vary across two treatments the available liquidity for trading. In treatment Separated participants have one distinct portfolio for each one of two stocks (markets are...

During the last decades several financial market experiments have been conducted to investigate the price bubble formation mechanism and the impact of human behaviour on it. We extend well-established laboratory market models to the two-asset case, accounting at the same time for heterogeneous...