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Informational asymmetries in laboratory asset markets with state-dependent fundamentals

Keser, Claudia; Markstädter, Andreas - 2014

-dependent fundamental values (BFVs) to all traders. We find that bubbles are a rare phenomenon in all of our treatments. Markets with …

Persistent link: https://www.econbiz.de/10010353591

Informational asymmetries in laboratory asset markets with state-dependent fundamentals

Keser, Claudia; Markstädter, Andreas - 2014 - This version: September 25, 2014

We investigate the formation of market prices in a new experimental setting involving multi-period call-auction asset markets with state-dependent fundamentals. We are particularly interested in two informational aspects: (1) the role of traders who are informed about the true state and/or (2)...

Persistent link: https://www.econbiz.de/10010429127

Risk preferences at the time of COVID-19 : an experiment with professional traders and students

Angrisani, Marco; Cipriani, Marco; Guarino, Antonio; … - 2020

We study whether the COVID-19 pandemic has impacted risk preferences, comparing the results of experiments conducted before and during the outbreak. In each experiment, we elicit risk preferences from two sample groups: professional traders and undergraduate students. We find that, on average,...

Persistent link: https://www.econbiz.de/10012224324

Personal traits and trading in an experimental asset market

Miklánek, Tomáš; Zajíček, Miroslav - 2020

Persistent link: https://www.econbiz.de/10012302291

Trading robots and financial markets trading solutions : the role of experimental economics

Benedicto, Bianca; Madaleno, Mara; Botelho, Anabela - In: The journal of investment strategies 12 (2023) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10014484624

Trust and lending : an experimental study

Hyndmann, Kyle; Wu, Jiabin; Xiao, Steven Chong - In: The Quarterly Journal of Finance : QJF 14 (2024) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10015050184

Asset bubbles without dividends : an experiment

Oechssler, Joerg - 2007

Bubbles in asset markets have been documented in numerous experimental studies. However, all experiments in which … bubbles occur pay dividends after each trading day. In this paper we study whether bubbles can occur in markets without … may have inside information, and (2) the option to communicate with other traders. We find that bubbles can indeed occur …

Persistent link: https://www.econbiz.de/10003592714

Compensation schemes, liquidity provision, and asset prices : an experimental analysis

Baghestanian, Sascha; Gortner, Paul; Massenot, Baptiste - 2015

limited liability investors contribute to asset price bubbles by increasing liquidity provision and that caps fail to tame … bubbles. Overall, giving investors skin in the game fosters financial stability. …

Persistent link: https://www.econbiz.de/10010530580

The bull of Wall Street : experimental analysis of testosterone and asset trading

Nadler, Amos; Jiao, Peiran; Alexander, Veronika; … - 2016

Persistent link: https://www.econbiz.de/10011553705

Special commentary: a note on credit market bubbles

Altman, Edward I.; Kuehne, Brenda J. - In: International journal of banking, accounting and finance 5 (2013/2014) 4, pp. 329-341

Persistent link: https://www.econbiz.de/10011483495