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Trading strategies and trading profits in experimental asset markets with cumulative information
16 references·0 citing·41 second hop
Trading strategies and trading profits in experimental asset markets with cumulative information (2010)Trading strategies and trading profits in…How Noise Trading Affects Markets: An Experimental Analysis (2009)How Noise Trading Affects Mar…Deception Through Telling the Truth?! Experimental Evidence from Individuals and Teams (2008)Deception Through Telling the…Conditional cooperation on three continents (2008)Conditional cooperation on th…z-Tree: Zurich toolbox for ready-made economic experiments (2007)z-Tree: Zurich toolbox for re…So What Orders Do Informed Traders Use?* (2006)So What Orders Do Informed Tr…Group Polarization in the Team Dictator Game Reconsidered (2006)Group Polarization in the Tea…Reflections on the Efficient Market Hypothesis: 30 Years Later (2005)Reflections on the Efficient …The “make or take” decision in an electronic market: Evidence on the evolution of liquidity (2004)The “make or take” decision i…Order flow composition and trading costs in a dynamic limit order market (1999)Order flow composition and tr…Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems (1998)Optimal Dynamic Order Submiss…Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Price, trade size, and information in securities markets (1987)The Relation Between Price Changes and Trading Volume: A Survey (1987)Measuring the Information Content of Stock Trades (1991)Theory of rational option pricing (2005)Strategic Information Transmission (1982)Deception: The Role of Consequences (2005)Paying to Be Nice: Consistency and Costly Prosocial Behavior (2011)Preferences for Truthfulness: Heterogeneity among and within Individuals (2013)TESTING ENFORCEMENT STRATEGIES IN THE FIELD: THREAT, MORAL APPEAL AND SOCIAL INFORMATION (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Estimating the components of the bid/ask spread (1988)Differences of Opinion Make a Horse Race (1993)Price Dynamics in Limit Order Markets (1998)Limit Order Book as a Market for Liquidity (2005)A Dynamic Model of the Limit Order Book (2009)A Theory of Auctions and Competitive Bidding (1982)Presidential Address: Friction (2000)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Capital markets research in accounting (2001)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Handbook of experimental economics (1995)Do Investors Trade Too Much? (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE (2005)A simple approximation of intraday spreads using daily data (2013)Noise Trader Risk in Financial Markets (1990)Are people conditionally cooperative? Evidence from a public goods experiment (2001)Altruistic punishment in humans (2002)Do Women Shy Away From Competition? Do Men Compete Too Much? (2007)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2007z-Tree: Zurich toolbox for ready-made economic experiments9,517 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 1999Order flow composition and trading costs in a dynamic limit order market673 cited
  • 2004The “make or take” decision in an electronic market: Evidence on the evolution of liquidity483 cited
  • 2008Deception Through Telling the Truth?! Experimental Evidence from Individuals and Teams422 cited
  • 2008Conditional cooperation on three continents387 cited
  • 2006So What Orders Do Informed Traders Use?*351 cited
  • 2009How Noise Trading Affects Markets: An Experimental Analysis323 cited
  • 2005Reflections on the Efficient Market Hypothesis: 30 Years Later284 cited
  • 1998Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems281 cited

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  • 2006Group Polarization in the Team Dictator Game Reconsidered247 cited
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