Contagion and Return Predictability in Asset Markets: An Experiment with Two Lucas Trees

Charles Noussair and Andreea Victoria Popescu
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Andreea Victoria Popescu: Tilburg University, Center For Economic Research

No 2020-014, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Contagion; asset pricing; two trees model; experimental pricing; time series momentum; return predictability (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-exp, nep-gen and nep-ore
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Working Paper: Contagion and Return Predictability in Asset Markets: An Experiment with Two Lucas Trees (2020)
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