The CAPM in thin experimental financial markets.

DOI10.1016/S0165-1889(01)00046-XMaRDI QIDQ1605413zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

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
• scientific article; zbMATH DE number 1795162 (Why is no real title available?)

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