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Literature review of experimental asset markets with insiders

Robert Merl

Journal of Behavioral and Experimental Finance, 2022, vol. 33, issue C

Abstract: Many researchers have conducted experiments to study different aspects of insider trading. Experimental laboratory asset markets allow the researcher to control parameters that are impossible to control or even measure in empirical data (e.g., fundamental value of the asset, quality and quantity of information traders receive). This paper provides an exhaustive overview of the results from experimental economics on asset markets with asymmetrically informed participants.

Keywords: Experiment; Asset market; Insider trading; Asymmetric information (search for similar items in EconPapers)
JEL-codes: C92 D82 G10 G40 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404

DOI: 10.1016/j.jbef.2021.100596

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