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Arbitrage, asset prices and risk allocation in experimental markets
Rietz, Thomas A. - 1993
Persistent link: https://www.econbiz.de/10000913758
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Experimental design in tests of linear factor models
Warga, Arthur D. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10001090358
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Multi-period experimental asset markets with distinct fundamental value regimes
Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334
Persistent link: https://www.econbiz.de/10011530673
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Asset legitimacy in experimental asset markets
Paul, Debapriya Jojo; Henker, Julia; Owen, Sian - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 183-198
Persistent link: https://www.econbiz.de/10011333651
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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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Asset prices and portfolio choice with learning from experience
Ehling, Paul; Graniero, Alessandro; Heyerdahl-Larsen, … - In: The review of economic studies 85 (2018) 3, pp. 1752-1780
Persistent link: https://www.econbiz.de/10011923502
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Inducing liquidity in thin financial markets through combined-value trading mechanisms
Bossaerts, Peter L.; Fine, Leslie; Ledyard, John O. - In: European economic review : EER 46 (2002) 9, pp. 1671-1695
Persistent link: https://www.econbiz.de/10001705121
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Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.; Plott, Charles; Zame, William R. - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
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Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L. (contributor);  … - 2007
the classical CAPM, producing a model called CAPM+. When these econometric tests are applied to data generated by large …-scale laboratory asset markets which reveal both prices and portfolio choices, CAPM+ is not rejected …
Persistent link: https://www.econbiz.de/10003549745
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Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490
Persistent link: https://www.econbiz.de/10012798425