Pages that link to "Item:Q1959128"
From MaRDI portal
The following pages link to Bubble measures in experimental asset markets (Q1959128):
Displaying 15 items.
- How tournament incentives affect asset markets: a comparison between winner-take-all tournaments and elimination contests (Q1655547) (← links)
- Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments (Q1657205) (← links)
- The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab (Q1994143) (← links)
- How do experienced traders respond to inflows of inexperienced traders? An experimental analysis (Q1994586) (← links)
- Can competition between forecasters stabilize asset prices in learning to forecast experiments? (Q2007857) (← links)
- Number sense, trading decisions and mispricing: an experiment (Q2115962) (← links)
- Coordination on bubbles in large-group asset pricing experiments (Q2291435) (← links)
- Who inflates the bubble? Forecasters and traders in experimental asset markets (Q2291436) (← links)
- Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis (Q2291441) (← links)
- On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
- When speculators meet suppliers: positive versus negative feedback in experimental housing markets (Q2338523) (← links)
- The effect of short selling and borrowing on market prices and traders' behavior (Q2338526) (← links)
- The impact of interest rate policy on individual expectations and asset bubbles in experimental markets (Q2338528) (← links)
- BUBBLES, CRASHES, AND ENDOGENOUS UNCERTAINTY IN LINKED ASSET AND PRODUCT MARKETS* (Q2802712) (← links)
- The impact of asset purchases in an experimental market with consumption smoothing motives (Q6087279) (← links)