The CAPM in thin experimental financial markets.

DOI10.1016/S0165-1889(01)00046-XzbMATH Open1131.91320OpenAlexW1991218876MaRDI QIDQ1605413FDOQ1605413

Authors: Peter Bossaerts, Charles R. Plott 

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00046-x

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Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• An Intertemporal Capital Asset Pricing Model
• Mutual fund separation in financial theory - the separating distributions
• Asset Prices in an Exchange Economy
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *
• Risk and Return: An Experimental Analysis
• Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments

Cited In (4)

• Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *
• The experimental study of asset pricing theory
• CAPM-anomalies: quantitative puzzles
• Title not available (Why is that?)

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