Details about Lucy F. Ackert

Access statistics for papers by Lucy F. Ackert.

Last updated 2009-10-14. Update your information in the RePEc Author Service.

Short-id: pac32

Working Papers

2009

1. Risk Tolerance, Self-Interest, and Social Preferences
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University

2006

2. Explanation and Misrepresentation in the Laboratory
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
3. Social Distance and Reciprocity
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
4. The origins of bubbles in laboratory asset markets
   Working Paper, Federal Reserve Bank of Atlanta View citations
5. When the Shoe is on the Other Foot: Experimental Evidence on Valuation Disparities
   Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University
   Also in Working Paper, Federal Reserve Bank of Atlanta (2005)

2005

6. Experimental Evidence for Tax Policy Design
   International Studies Program Working Paper Series, at AYSPS, GSU, International Studies Program, Andrew Young School of Policy Studies, Georgia State University

2004

7. Tax Policy Design in The Presence of Social Preferences: Some Experimental Evidence
   International Studies Program Working Paper Series, at AYSPS, GSU, International Studies Program, Andrew Young School of Policy Studies, Georgia State University View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations

2003

8. An experimental examination of the house money effect in a multi-period setting
   Working Paper, Federal Reserve Bank of Atlanta View citations
   See also Journal Article in Experimental Economics (2006)
9. What's in a name? An experimental examination of investment behavior
   Working Paper, Federal Reserve Bank of Atlanta
   See also Journal Article in Review of Finance (2005)

2002

10. Asset prices and informed traders' abilities: evidence from experimental asset markets
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Accounting, Organizations and Society (2004)
11. Bubbles in experimental asset markets: Irrational exuberance no more
    Working Paper, Federal Reserve Bank of Atlanta View citations
12. Circuit breakers with uncertainty about the presence of informed agents: I know what you know... I think
    Working Paper, Federal Reserve Bank of Atlanta

2001

13. Immediate disclosure or secrecy? the release of information in experimental asset markets
    Working Paper, Federal Reserve Bank of Atlanta

2000

14. A simultaneous equations analysis of analysts’ forecast bias and institutional ownership
    Working Paper, Federal Reserve Bank of Atlanta
15. An empirical examination of the price-dividend relation with dividend management
    Working Paper Series, Federal Reserve Bank of Chicago View citations
    See also Journal Article in Journal of Financial Services Research (2001)

1999

16. An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Journal of Financial Markets (2001)
17. Efficiency in index options markets and trading in stock baskets
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Journal of Banking & Finance (2001)
18. Intrinsic bubbles: the case of stock prices: a comment
    Working Paper Series, Federal Reserve Bank of Chicago View citations
    See also Journal Article in American Economic Review (1999)
19. The effect of forecast bias on market behavior: evidence from experimental asset markets
    Working Paper, Federal Reserve Bank of Atlanta View citations

1998

20. Bid-ask spreads in multiple dealer settings: Some experimental evidence
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Financial Management (1999)
21. Institutional investors, analyst following, and the January anomaly
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Journal of Business Finance & Accounting (2000-04)
22. Stochastic trends and cointegration in the market for equities
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Journal of Economics and Business (1999)
23. The effects of subject pool and design experience on rationality in experimental asset markets
    Working Paper, Federal Reserve Bank of Atlanta View citations
24. Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis
    Working Paper, Federal Reserve Bank of Atlanta
25. Uncertain litigation cost and seller behavior: Evidence from an auditing game
    Working Paper, Federal Reserve Bank of Atlanta
26. Voluntary disclosure under imperfect competition: Experimental evidence
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in International Journal of Industrial Organization (2000)

1993

27. Rational expectations and the dynamic adjustment of security analysts' forecasts to new information
    Working Paper, Federal Reserve Bank of Atlanta View citations

1992

28. Rational expectations and security analysts' earnings forecasts
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in The Financial Review (1995)

1989

29. Tests of a simple optimizing model of daily price limits on futures contracts
    Working Paper, Federal Reserve Bank of Atlanta View citations

Journal Articles

2009

1. Home bias: taking comfort in what you know?
   International Journal of Behavioural Accounting and Finance, 2009, 1, (2), 152-166
2. Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles
   Journal of Financial and Quantitative Analysis, 2009, 44, (03), 719-744

2008

3. What affects the market's ability to adjust for optimistic forecast bias? Evidence from experimental asset markets
   Journal of Economic Behavior & Organization, 2008, 66, (2), 358-372

2007

4. SOCIAL PREFERENCES AND TAX POLICY DESIGN: SOME EXPERIMENTAL EVIDENCE
   Economic Inquiry, 2007, 45, (3), 487-501 View citations

2006

5. An experimental examination of the house money effect in a multi-period setting
   Experimental Economics, 2006, 9, (1), 5-16 View citations
   See also Working Paper (2003)
6. Margin, Short Selling, And Lotteries In Experimental Asset Markets
   Southern Economic Journal, 2006, 73, (2), 419–436 View citations

2005

7. The relationship between short interest and stock returns in the Canadian market
   Journal of Banking & Finance, 2005, 29, (7), 1729-1749 View citations
8. What's in a Name: An Experimental Examination of Investment Behavior
   Review of Finance, 2005, 9, (2), 281-304 View citations
   Also in Review of Finance, 2005, 9, (2), 281-304 (2005)
   See also Working Paper (2003)

2004

9. Asset prices and informed traders' abilities: Evidence from experimental asset markets
   Accounting, Organizations and Society, 2004, 29, (7), 609-626
   See also Working Paper (2002)

2003

10. A Simultaneous Equations Analysis of Analysts' Forecast Bias, Analyst Following, and Institutional Ownership
    Journal of Business Finance & Accounting, 2003-09, 30, 1017-1042
11. Emotion and financial markets
    Economic Review, 2003, (Q2), 33-41 View citations

2002

12. Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States
    Journal of Economic Behavior & Organization, 2002, 47, (4), 435-450 View citations
13. The asset allocation decision and investor heterogeneity: a puzzle?
    Journal of Economic Behavior & Organization, 2002, 47, (4), 423-433 View citations

2001

14. An Empirical Examination of the Price-Dividend Relation with Dividend Management
    Journal of Financial Services Research, 2001, 19, (2), 115-129 View citations
    See also Working Paper (2000)
15. An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior
    Journal of Financial Markets, 2001, 4, (2), 185-208 View citations
    See also Working Paper (1999)
16. Efficiency in index options markets and trading in stock baskets
    Journal of Banking & Finance, 2001, 25, (9), 1607-1634 View citations
    See also Working Paper (1999)

2000

17. Arbitrage and Valuation in the Market forStandard and Poor's Depository Receipts
    Financial Management, 2000, 29, (3) View citations
18. Evidence on the efficiency of index options markets
    Economic Review, 2000, (Q1), 40-51
19. Institutional Investors, Analyst Following, and the January Anomaly
    Journal of Business Finance & Accounting, 2000-04, 27, (3-4), 469-485
    Also in Journal of Business Finance & Accounting, 2000-05, 27, (3&4), 469-485 (2000-05)
    See also Working Paper (1998)
20. Voluntary disclosure under imperfect competition: experimental evidence
    International Journal of Industrial Organization, 2000, 18, (1), 81-105
    See also Working Paper (1998)

1999

21. Bid-Ask Spreads in Multiple Dealer Settings: Some Experimental Evidence
    Financial Management, 1999, 28, (1)
    See also Working Paper (1998)
22. Intrinsic Bubbles: The Case of Stock Prices: Comment
    American Economic Review, 1999, 89, (5), 1372-1376 View citations
    See also Working Paper (1999)
23. Stochastic trends and cointegration in the market for equities
    Journal of Economics and Business, 1999, 51, (2), 133-143
    See also Working Paper (1998)

1998

24. Competitiveness and price setting in dealer markets
    Economic Review, 1998, (Q 3), 4-11
25. Information dissemination and the distribution of wealth: Evidence from experimental asset markets
    Journal of Economic Behavior & Organization, 1998, 37, (3), 357-371 View citations

1997

26. Market behavior in the presence of costly, imperfect information: Experimental evidence
    Journal of Economic Behavior & Organization, 1997, 33, (1), 61-74 View citations
27. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets
    Atlantic Economic Journal, 1997, 25, (4), 371-385 View citations
28. The effect of circuit breakers on expected volatility: Tests using implied volatilities
    Atlantic Economic Journal, 1997, 25, (2), 117-127

1995

29. Rational Expectations and Security Analysts' Earnings Forecasts
    The Financial Review, 1995, 30, (3), 427-43 View citations
    See also Working Paper (1992)

1994

30. Interest Rate Innovations and the Volatility of Long-Term Bond Yields
    Journal of Money, Credit and Banking, 1994, 26, (2), 203-17
31. Rational price limits in futures markets: tests of a simple optimizing model
    Review of Financial Economics, 1994, 4, (1), 93-108
32. Uncertainty and volatility in stock prices
    Journal of Economics and Business, 1994, 46, (4), 239-253 View citations

1993

33. Business cycles and analysts' forecasts: further evidence of rationality
    Economic Review, 1993, (Nov), 13-22
34. Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
    Journal of Finance, 1993, 48, (4), 1147-60 View citations