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The Market Value of Information: Some Experimental Results
10 references·16 citing·50 second hop
The Market Value of Information: Some Experimental Results (1992)The Market Value of Information: Some Exp…Industrial Organization Theory and Experimental Economics (2001)Industrial Organization Theor…Market for Information: Experimental Evidence (1992)Market for Information: Exper…Partial Revelation of Information in Experimental Asset Markets (1991)Partial Revelation of Informa…Microeconomic Systems as an Experimental Science (1991)Microeconomic Systems as an E…Information Mirages in Experimental Asset Markets (1991)Information Mirages in Experi…Experimental Economics: Induced Value Theory (1991)Experimental Economics: Induc…The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study (1987)The Effect of Sequential Info…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Information and Competitive Price Systems (1976)Information and Competitive P…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Learning from Unrealized versus Realized Prices (2021)Learning from Unrealized vers…Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence (2017)Costly Information Acquisitio…Asset markets in the lab: A literature review (2017)Asset markets in the lab: A l…New Investors and Bubbles: An Analysis of the Baosteel Call Warrant Bubble (2016)New Investors and Bubbles: An…An Experimental Analysis of Information Acquisition in Prediction Markets (2015)An Experimental Analysis of I…Experimental asset markets with endogenous choice of costly asymmetric information (2010)Experimental asset markets wi…Consumer Perceptions and Willingness to Pay for Intrinsically Motivated Online Content (2006)Consumer Perceptions and Will…‘J’-shaped returns to timing advantage in access to information – Experimental evidence and a tentative explanation (2006)‘J’-shaped returns to timing …The Role of Expectations in Explaining the Cross-Section of Stock Returns (2004)The Role of Expectations in E…On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market (2004)On the microstructure of pric…The Microstructure of Stock Markets (2002)The Microstructure of Stock M…An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001)An experimental study of circ…The Use of Information System Technology to Develop Tests on Insider Trading and Asymmetric Information (1999)The Use of Information System…Market behavior in the presence of costly, imperfect information: Experimental evidence (1997)Market behavior in the presen…EXPERIMENTAL ASSET MARKETS WITHIN FINANCE (1995)EXPERIMENTAL ASSET MARKETS WI…PRIVATE INFORMATION ACQUISITION IN EXPERIMENTAL MARKETS PRONE TO BUBBLE AND CRASH (1991)PRIVATE INFORMATION ACQUISITI…The Problem of Social Cost (1960)An Experimental Study of Competitive Market Behavior (1991)An Experimental Study of the Centipede Game (1992)Experimental practices in economics: A challenge for psychologists? (2000)Constructivist and Ecological Rationality in Economics (2003)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)Expectations and the neutrality of money (1972)On the aggregation of information in competitive markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The 'Incomplete Revelation Hypothesis' and Financial Reporting (2002)Predicting the Future (2003)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price formation in double auction markets (1996)Knowledge and the firm (1999)A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions (2002)The General Theory of Employment, Interest and Money. (1936)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)On the Impossibility of Informationally Efficient Markets (1980)Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values (2001)Bubble measures in experimental asset markets (2010)Evaluating Structural Equation Models with Unobservable Variables and Measurement Error (1981)Structural equation modeling in practice: A review and recommended two-step approach. (1988)Intrinsic and Extrinsic Motivations: Classic Definitions and New Directions (2000)An Experimental Study of Antecedents and Consequences of Online Ad Intrusiveness (2008)The Effect of Online Information Search on Image Development (2009)Appealing to Internet-based freelance developers in smartphone application marketplaces (2012)The General Theory of Employment, Interest and Money. (1936)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)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)Industrial Market Structure and Economic Performance. (1971)Auctions and Bidding: A Primer (1989)Why Are American Presidential Election Campaign Polls So Variable When Votes Are So Predictable? (1993)The Winner's Curse and Public Information in Common Value Auctions: Reply (1999)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Adaptive Markets Hypothesis (2004)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 1991Experimental Economics: Induced Value Theory1,123 cited
  • 1976Information and Competitive Price Systems921 cited
  • 2001Industrial Organization Theory and Experimental Economics475 cited
  • 1992Market for Information: Experimental Evidence166 cited
  • 1991Information Mirages in Experimental Asset Markets157 cited
  • 1987The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study107 cited
  • 1991Partial Revelation of Information in Experimental Asset Markets94 cited

Cited by

  • 2006Consumer Perceptions and Willingness to Pay for Intrinsically Motivated Online Content116 cited
  • 2001An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior68 cited
  • 2004The Role of Expectations in Explaining the Cross-Section of Stock Returns58 cited
  • 2017Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence57 cited

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2017
Asset markets in the lab: A literature review
50 cited
  • 2015An Experimental Analysis of Information Acquisition in Prediction Markets46 cited
  • 2006‘J’-shaped returns to timing advantage in access to information – Experimental evidence and a tentative explanation46 cited
  • 2010Experimental asset markets with endogenous choice of costly asymmetric information40 cited
  • 2004On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market40 cited
  • 1991PRIVATE INFORMATION ACQUISITION IN EXPERIMENTAL MARKETS PRONE TO BUBBLE AND CRASH39 cited
  • 2021Learning from Unrealized versus Realized Prices32 cited
  • 2002The Microstructure of Stock Markets30 cited
  • 1995EXPERIMENTAL ASSET MARKETS WITHIN FINANCE28 cited
  • 1999The Use of Information System Technology to Develop Tests on Insider Trading and Asymmetric Information24 cited
  • 2016New Investors and Bubbles: An Analysis of the Baosteel Call Warrant Bubble24 cited
  • 1997Market behavior in the presence of costly, imperfect information: Experimental evidence23 cited