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Experimental Research On Asset Pricing

Charles Noussair and Steven Tucker ()

No 2013-020, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: Abstract This paper selectively surveys some of the more prominent laboratory experimental studies on asset market behavior. The strands of literature considered are market microstructure, pari-mutuel betting markets, characteristics of participants, the effect of information release, and studies of the CAPM pricing model.

Keywords: Survey; Experiments; Asset Pricing (search for similar items in EconPapers)
JEL-codes: C9 G10 (search for similar items in EconPapers)
Date: 2013
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