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Traders' Expectations in Asset Markets: Experimental Evidence
16 references·16 citing·44 second hopsampled
Traders' Expectations in Asset Markets: Experimental Evidence (2007)Traders' Expectations in Asset Markets: E…Inexperienced Investors and Bubbles (2008)Inexperienced Investors and B…z-Tree: Zurich toolbox for ready-made economic experiments (2007)z-Tree: Zurich toolbox for re…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Stock market volatility, excess returns, and the role of investor sentiment (2002)Stock market volatility, exce…Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …Experience-weighted Attraction Learning in Normal Form Games (1999)Experience-weighted Attractio…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Differential Information and …Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Trade and the Revelation of Information through Prices and Direct Disclosure (1989)Trade and the Revelation of I…On Technical Analysis (1989)On Technical AnalysisBubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…A model of investor sentiment /A model of investor sentiment…Social Transmission Bias and Investor Behavior (2018)Social Transmission Bias and …Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment (2018)Home Price Expectations and B…10. Learning and the Economics of Small Decisions (2016)10. Learning and the Economic…Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets (2015)Thar SHE Blows? Gender, Compe…Experimental evidence on inflation expectation formation (2014)Experimental evidence on infl…Belief Elicitation: A Horse Race among Truth Serums (2014)Belief Elicitation: A Horse R…Bubbles, Financial Crises, and Systemic Risk (2013)Bubbles, Financial Crises, an…A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS (2013)A REVIEW OF BUBBLES AND CRASH…Thar She Bursts: Reducing Confusion Reduces Bubbles (2012)Thar She Bursts: Reducing Con…Asset Pricing in Production Economies with Extrapolative Expectations (2012)Asset Pricing in Production E…The Chinese Warrants Bubble (2011)The Chinese Warrants BubbleNatural Expectations, Macroeconomic Dynamics, and Asset Pricing (2011)Natural Expectations, Macroec…The heterogeneous expectations hypothesis: Some evidence from the lab (2010)The heterogeneous expectation…Bubble measures in experimental asset markets (2010)Bubble measures in experiment…Belief Elicitation in Experiments: Is There a Hedging Problem? (2010)Belief Elicitation in Experim…Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects? (2008)Thar She Blows: Can Bubbles B…Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)ON THE LAW OF EFFECT 1 (1970)Discrete choice analysis: Theory and application to travel demand (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria (1998)Constructivist and Ecological Rationality in Economics (2003)“Economic man” in cross-cultural perspective: Behavioral experiments in 15 small-scale societies (2005)Judgment under Uncertainty: Heuristics and Biases (1974)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1975)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Investor sentiment and stock returns: Some international evidence (2009)Sentiment During Recessions (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)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)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)
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References

  • 2007z-Tree: Zurich toolbox for ready-made economic experiments9,517 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1999Experience-weighted Attraction Learning in Normal Form Games1,487 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 2002Stock market volatility, excess returns, and the role of investor sentiment700 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 1989On Technical Analysis499 cited
  • 2008Inexperienced Investors and Bubbles454 cited

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

  • 1995Differential Information and Dynamic Behavior of Stock Trading Volume447 cited
  • 1989Trade and the Revelation of Information through Prices and Direct Disclosure422 cited
  • Cited by

    • 2010The heterogeneous expectations hypothesis: Some evidence from the lab434 cited
    • 2013Bubbles, Financial Crises, and Systemic Risk378 cited
    • 2018Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment321 cited
    • 2010Belief Elicitation in Experiments: Is There a Hedging Problem?298 cited
    • 2011The Chinese Warrants Bubble296 cited
    • 2013A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS274 cited
    • 2012Thar She Bursts: Reducing Confusion Reduces Bubbles258 cited
    • 2018Social Transmission Bias and Investor Behavior253 cited
    • 2010Bubble measures in experimental asset markets229 cited
    • 2015Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets224 cited
    • 2012Asset Pricing in Production Economies with Extrapolative Expectations209 cited
    • 2008Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects?200 cited
    • 2011Natural Expectations, Macroeconomic Dynamics, and Asset Pricing153 cited
    • 201610. Learning and the Economics of Small Decisions147 cited
    • 2014Experimental evidence on inflation expectation formation146 cited
    • 2014Belief Elicitation: A Horse Race among Truth Serums140 cited