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Financial Bubbles, Common Knowledge and Alternative Accounting Regimes : An Experimental Analysis of Artificial Spot Security Markets. Accounting for or from the Market?

Bensimhon, Larry - 2014

formation of financial bubbles. They further have relevant effects on market allocative efficiency, and revenue and wealth …

Persistent link: https://www.econbiz.de/10013067359

Essays in economic theory

Becker, Ralf Michael - 2002

Persistent link: https://www.econbiz.de/10003779122

The impact of monetary policy on stock market bubbles and trading behavior : evidence from the lab

Fischbacher, Urs; Hens, Thorsten; Zeisberger, Stefan - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2104-2122

Persistent link: https://www.econbiz.de/10010196916

Dividend timing and behavior in laboratory asset markets

Smith, Vernon L.; VanBoening, Mark Virgil; Wellford, … - In: Economic theory : official journal of the Society for … 16 (2000) 3, pp. 567-583

Persistent link: https://www.econbiz.de/10001526137

The dynamics of short sales constraints and market quality : an experimental approach

Cabrera, Juan; Gousgounis, Eleni - In: Journal of financial markets 53 (2021), pp. 1-39

Persistent link: https://www.econbiz.de/10013271970

The Impact of Monetary Policy on Stock Market Bubbles and Trading Behavior : Evidence from the Lab

Fischbacher, Urs - 2013

This paper investigates the effect of monetary policy on stock market bubbles and trading behavior in experimental … observe a strong impact of our interest rate policy on liquidity in the stock market but only a small impact on bubbles …. However, we find that announcing the possibility of reserve requirements significantly reduces bubbles even when such …

Persistent link: https://www.econbiz.de/10013092749

Peaks and Valleys : experimental asset markets with non-monotonic fundamentals

Noussair, Charles (contributor); Powell, Owen (contributor) - 2008

Persistent link: https://www.econbiz.de/10003752325

Does Algorithmic Trading Attenuate Asset Price Bubbles : An Experiment

Altmann, Stefan; Riyanto, Yohanes E.; Hölscher, Christoph - 2023

This study investigates the impact of algorithmic trading strategies on asset price mispricing and relative payoffs of human and algorithmic traders using the Smith- Suchanek-Williams (SSW - (Smith et al. (1988))) framework. A 2x2 treatment design varying algorithmic strategy (market-making or...

Persistent link: https://www.econbiz.de/10014350898

The Impact of Asset Repurchases and Issues in an Experimental Market

Haruvy, Ernan - 2012

We create an experimental asset market in which we conduct share repurchases and share issues. Although the intrinsic value of the shares is independent of the quantity outstanding, the interventions result in changes in asset price. Specifically, we find the following. (1) A repurchase of...

Persistent link: https://www.econbiz.de/10013097704

Affecting Policy by Manipulating Prediction Markets : Experimental Evidence

Lin, Shengle - 2013

Documented results indicate prediction markets effectively aggregate information and form accurate predictions. This has led to a proliferation of markets predicting everything from the results of elections to a company's sales to movie box office receipts. Recent research suggests prediction...

Persistent link: https://www.econbiz.de/10013087080

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