Experimental Research On Asset Pricing
Charles Noussair and
Steven Tucker ()
No 2013-020, Discussion Paper from Tilburg University, Center for Economic Research
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)
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Journal Article: EXPERIMENTAL RESEARCH ON ASSET PRICING (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:d5f4235c-17a8-407b-800b-2d2f8258c6aa
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