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Design-features of bubble-prone experimental asset markets with a constant FV

Huber, Christoph; Bindra, Parampreet C.; Kleinlercher, … - In: Journal of the Economic Science Association : a … 5 (2019) 2, pp. 197-209

Persistent link: https://www.econbiz.de/10012163414

Overpricing and stake size : on the robustness of results from experimental asset markets

Kocher, Martin; Martinsson, Peter; Schindler, David - In: Economics letters 154 (2017), pp. 101-104

Persistent link: https://www.econbiz.de/10011815195

The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets

Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 15 (2012) 1, pp. 89-105

Persistent link: https://www.econbiz.de/10009580066

Understanding financial crises : the contribution of experimental economics

Heinemann, Frank - In: Annals of economics and statistics 107/108 (2012), pp. 7-29

Persistent link: https://www.econbiz.de/10009633383

Digital options and efficiency in experimental asset markets

Palan, Stefan - In: Journal of economic behavior & organization : JEBO 75 (2010) 3, pp. 506-522

Persistent link: https://www.econbiz.de/10008907461

Thar she bursts : reducing confusion reduces bubbles

Kirchler, Michael; Huber, Jürgen; Stöckl, Thomas - 2011

Persistent link: https://www.econbiz.de/10009229877

Differentiated assets : an experimental study on bubbles

Chan, Kenneth S.; Lei, Vivian; Vesley, Filip - In: Economic inquiry : journal of the Western Economic … 51 (2013) 3, pp. 1731-1749

Persistent link: https://www.econbiz.de/10009776514

Thar she bursts : reducing confusion reduces bubbles

Kirchler, Michael; Huber, Jürgen; Stöckl, Thomas - 2011

To explore why bubbles frequently emerge in the experimental asset market model of Smith, Suchanek and Williams (1988 …

Persistent link: https://www.econbiz.de/10009737063

Thar she blows again : reducing anchoring rekindles bubbles

Baghestanian, Sascha; Walker, Todd B. - 2014

We investigate the relationship between anchoring and the emergence of bubbles in experimental asset markets. We show … significantly reduce bubbles in laboratory asset markets. If no FV-anchor is set, bubble-crash patterns emerge. Our results indicate … that bubbles in laboratory environments are primarily sparked in the first period. If prices are initiated around the FV …

Persistent link: https://www.econbiz.de/10010365125

Using behavioral and experimental design methods to teach real estate : understanding asset pricing bubbles

Zhang, Hong; Zhang, Yang; Seiler, Michael J. - In: Journal of real estate practice and education : a … 16 (2013) 2, pp. 107-118

Persistent link: https://www.econbiz.de/10010342684