SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study
15 references·16 citing·38 second hop
The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study (1987)The Effect of Sequential Information Arri…Market for Information: Experimental Evidence (1992)Market for Information: Exper…Microeconomic Systems as an Experimental Science (1991)Microeconomic Systems as an E…Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets (1988)Rational Expectations and the…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Informational Efficiency of Experimental Asset Markets (1984)The Informational Efficiency …Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models (1982)Efficiency of Experimental Se…Asset Valuation in an Experimental Market (1982)Asset Valuation in an Experim…An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)An Introduction to the Theory…An Equilibrium Model of Asset Trading with Sequential Information Arrival (1981)An Equilibrium Model of Asset…Information and Competitive Price Systems (1976)Information and Competitive P…A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL* (1976)A MODEL OF ASSET TRADING UNDE…A Model of Asset Trading Under the Assumption of Sequential Information Arrival (1976)A Model of Asset Trading Unde…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …EXPERIMENTAL RESEARCH ON ASSET PRICING (2013)EXPERIMENTAL RESEARCH ON ASSE…Relative performance information in asset markets: An experimental approach (2012)Relative performance informat…Informative trading or just costly noise? An analysis of Central Bank interventions (2006)Informative trading or just c…Price Leadership in the Spot Foreign Exchange Market (2002)Price Leadership in the Spot …A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions (2002)A microsimulation of traders …Tradable deficit permits:efficient implementation of the Stability Pact in the European Monetary Union (1999)Tradable deficit permits:effi…Knowledge and the firm (1999)Knowledge and the firmAVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (1999)AVALANCHE DYNAMICS AND TRADIN…An Experimental Investigation of the Effect of Cost Information and Feedback on Product Cost Decisions* (1997)An Experimental Investigation…Quotes, Prices, and Estimates in a Laboratory Market (1996)Quotes, Prices, and Estimates…Price formation in double auction markets (1996)Price formation in double auc…Competitivity in Auction Markets: An Experimental and Theoretical Investigation (1995)Competitivity in Auction Mark…HOW TRADING INSTITUTIONS AFFECT FINANCIAL MARKET PERFORMANCE: SOME LABORATORY EVIDENCE (1993)HOW TRADING INSTITUTIONS AFFE…The Market Value of Information: Some Experimental Results (1992)The Market Value of Informati…Partial Revelation of Information in Experimental Asset Markets (1991)Partial Revelation of Informa…Dynamic Stock Markets with Multiple Assets: An Experimental Analysis (1991)Dynamic Stock Markets with Mu…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)The Use of Knowledge in Society (1996)Collective Action and the Evolution of Social Norms (2000)Experimenter demand effects in economic experiments (2009)The Logic of Scientific Discovery (2013)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)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)Expectations and the neutrality of money (1972)Prediction Markets (2004)Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market (2005)Replicability, Robustness, and Reproducibility in Psychological Science (2021)The Behavior of Stock-Market Prices (1965)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Trading Volume (1986)Market reaction to anticipated announcements (1991)Evidence on the speed of convergence to market efficiency (2005)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)On the Possibility of Speculation under Rational Expectations (1982)The Consequences of the Dependence of Quality on Price (1987)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
  • 1988Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets585 cited
  • 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models565 cited
  • 1976A Model of Asset Trading Under the Assumption of Sequential Information Arrival556 cited
  • 1981An Introduction to the Theory of Rational Expectations Under Asymmetric Information430 cited
  • 1981An Equilibrium Model of Asset Trading with Sequential Information Arrival427 cited
  • 1982Asset Valuation in an Experimental Market270 cited
  • 1992Market for Information: Experimental Evidence166 cited
  • 1984

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The Informational Efficiency of Experimental Asset Markets
110 cited

Cited by

  • 2002A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions193 cited
  • 1996Price formation in double auction markets119 cited
  • 1999Knowledge and the firm114 cited
  • 1999Tradable deficit permits:efficient implementation of the Stability Pact in the European Monetary Union98 cited
  • 1993HOW TRADING INSTITUTIONS AFFECT FINANCIAL MARKET PERFORMANCE: SOME LABORATORY EVIDENCE96 cited
  • 1991Partial Revelation of Information in Experimental Asset Markets94 cited
  • 2013EXPERIMENTAL RESEARCH ON ASSET PRICING84 cited
  • 1991Dynamic Stock Markets with Multiple Assets: An Experimental Analysis81 cited
  • 1992The Market Value of Information: Some Experimental Results76 cited
  • 1999AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS71 cited
  • 1995Competitivity in Auction Markets: An Experimental and Theoretical Investigation70 cited
  • 2002Price Leadership in the Spot Foreign Exchange Market68 cited
  • 2006Informative trading or just costly noise? An analysis of Central Bank interventions57 cited
  • 1997An Experimental Investigation of the Effect of Cost Information and Feedback on Product Cost Decisions*55 cited
  • 1996Quotes, Prices, and Estimates in a Laboratory Market55 cited
  • 2012Relative performance information in asset markets: An experimental approach44 cited