No-trade in the laboratory

DOI10.2202/1935-1704.1745zbMATH Open1277.91032OpenAlexW3121691140MaRDI QIDQ2867446FDOQ2867446

Authors: Marco Angrisani, Antonio Guarino, Nathan C. Larson, Steffen Huck 

Publication date: 19 December 2013

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1935-1704.1745

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zbMATH Keywords

laboratory experimentno-trade theorem

Mathematics Subject Classification ID

Experimental studies (91A90) Trade models (91B60)

Cited In (10)

• No trade
• How to Use Private Information in a Multi-person Zero-sum Game
• Information, trade and incomplete markets
• Do sellers exploit biased beliefs of buyers? An experiment
• On the role of heterogeneous and imperfect information in a laboratory financial market
• Does the level of information matter for traders? On the usefulness of information in experimental asset markets
• Do sellers offer menus of contracts to separate buyer types? An experimental test of adverse selection theory
• Decision making and trade without probabilities
• A Bayesian approach to experimental analysis: trading in a laboratory financial market
• An experimental analysis of information acquisition in prediction markets

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