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Volatility-induced financial growth
Dempster, Michael A. H.; Evstigneev, Igor V.; … - In: Quantitative fund management, (pp. 67-84). 2009
Persistent link: https://www.econbiz.de/10003796944
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Comparing laboratory experiments and agent-based simulations : the value of information and market efficiency in a market with asymmetric information
Hauser, Florian; Huber, Jürgen; Kirchler, Michael - In: Artificial economics : the generative method in …, (pp. 199-210). 2009
Persistent link: https://www.econbiz.de/10003889501
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Margin requirements and evolutionary asset pricing
Sokko, Anastasiia; Schenk-Hoppé, Klaus Reiner - In: Essays in behavioural financial markets and asset pricing, (pp. 3-47). 2018
Persistent link: https://www.econbiz.de/10011876028
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When more information can be harmful : evidence from experimental asset markets
Huber, Jürgen; Kirchler, Michael - In: Information, interaction and (in)efficiency in …, (pp. 62-94). 2008
Persistent link: https://www.econbiz.de/10003741134
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Why increased knowledge does not necessarily improve trading success : a Monte-Carlo simulation
Huber, Jürgen; Kirchler, Michael - In: Economic dynamics : theory, games and empirical studies, (pp. 199-208). 2009
Persistent link: https://www.econbiz.de/10003867882
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Why increased knowledge does not necessarily improve trading success : a Monte-Carlo simulation
Huber, Jürgen; Kirchler, Michael - 2012
Persistent link: https://www.econbiz.de/10009579899