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)

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

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