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Risk A version and Information Structure: An Experimental Study of Price Variability in the Securities Markets
15 references·3 citing·41 second hop
Risk A version and Information Structure: An Experimental Study of Price Variability in the Securities Markets (1985)Risk A version and Information Structure:…Industrial Organization Theory and Experimental Economics (2001)Industrial Organization Theor…Microeconomic Systems as an Experimental Science (1991)Microeconomic Systems as an E…MARKETS AS ECONOMIZERS OF INFORMATION: EXPERIMENTAL EXAMINATION OF THE “HAYEK HYPOTHESIS” (1982)MARKETS AS ECONOMIZERS OF INF…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…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Risk Aversion and the Dispersion of Asset Prices (1981)Risk Aversion and the Dispers…The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Implications of Microstructure Theory for Empirical Research on Stock Price Behavior (1980)Implications of Microstructur…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…Reliability of the Jackson Personality Inventory (1977)Reliability of the Jackson Pe…A four-dimensional interpretation of risk taking1 (1972)A four-dimensional interpreta…Experiments in finance: A survey of historical trends (2022)Experiments in finance: A sur…The Impact of Hot Issue Markets and Noise Traders on Stock Exchange Listing Standards (2006)The Impact of Hot Issue Marke…EXPERIMENTAL ASSET MARKETS WITHIN FINANCE (1995)EXPERIMENTAL ASSET MARKETS WI…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Explaining the Variance of Price–Dividend Ratios (1992)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Stock market volatility around national elections (2008)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)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Essays in the Theory of Risk-Bearing. (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)A simple testable model of double auction markets (1991)Predicting the Future (2003)Historical Presidential Betting Markets (2004)Industrial Market Structure and Economic Performance. (1971)Auctions and Bidding: A Primer (1989)Experimental Economics: Induced Value Theory (1991)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)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)
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References

  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models565 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 2001Industrial Organization Theory and Experimental Economics475 cited
  • 1982Asset Valuation in an Experimental Market270 cited
  • 1982MARKETS AS ECONOMIZERS OF INFORMATION: EXPERIMENTAL EXAMINATION OF THE “HAYEK HYPOTHESIS”250 cited
  • 1972A four-dimensional interpretation of risk taking1213 cited
  • 1980Implications of Microstructure Theory for Empirical Research on Stock Price Behavior165 cited
  • 1981Risk Aversion and the Dispersion of Asset Prices84 cited
  • 1977Reliability of the Jackson Personality Inventory

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Cited by

  • 2006The Impact of Hot Issue Markets and Noise Traders on Stock Exchange Listing Standards33 cited
  • 1995EXPERIMENTAL ASSET MARKETS WITHIN FINANCE28 cited
  • 2022Experiments in finance: A survey of historical trends18 cited