References

• 1990Noise Trader Risk in Financial Markets6,259 cited
• 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
• 2001Loss Aversion and Seller Behavior: Evidence from the Housing Market1,627 cited
• 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
• 1985Asset Bubbles and Overlapping Generations853 cited
• 1979Speculative bubbles, crashes and rational expectations529 cited
• 2001Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality507 cited
• 1993The Robustness of Bubbles and Crashes in Experimental Stock Markets256 cited
• 1995Futures Contracting and Dividend Uncertainty in Experimental Asset Markets234 cited
• 1993Price bubbles and crashes in experimental call markets226 cited
• 2001Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values197 cited
• 1997What Makes Markets Allocationally Efficient?188 cited
• 1987On the Inception of Rational Bubbles173 cited
• 2001Dividend timing and behavior in laboratory asset markets100 cited
• 2000Experimental Foreign Exchange Markets