No-trade in the laboratory

DOI10.2202/1935-1704.1745MaRDI QIDQ2867446zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

laboratory experimentno-trade theorem

Mathematics Subject Classification ID

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

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Cited in

(13)

• No trade
• Number sense, trading decisions and mispricing: an experiment
• 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
• Limelight on dark markets: theory and experimental evidence on liquidity and information
• On the role of heterogeneous and imperfect information in a laboratory financial market
• Can there be a market for cheap-talk information? An experimental investigation
• 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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