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Coordination of Expectations in Asset Pricing Experiments
13 references·10 citing·44 second hop
Coordination of Expectations in Asset Pricing Experiments (2003)Coordination of Expectations in Asset Pri…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Expectations and bubbles in asset pricing experiments (2007)Expectations and bubbles in a…Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (2004)Quantitative Financial Econom…Rational Investor Sentiment (2002)Rational Investor SentimentFinancial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectHeterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…Speculative Prices and Popular Models (1990)Speculative Prices and Popula…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…The Formation of Price Forecasts in Experimental Markets (1987)The Formation of Price Foreca…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…An Experimental Study of Expectation Formation (1976)An Experimental Study of Expe…Over-reaction in Macroeconomic Expectations (2018)Over-reaction in Macroeconomi…Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights (2015)Why Do Markets Crash? Bitcoin…Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments (2015)Simple Forecasting Heuristics…Behavioral learning equilibria (2013)Behavioral learning equilibriaLearning, Forecasting and Optimizing: An Experimental Study (2012)Learning, Forecasting and Opt…Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory (2011)Inflation Expectations and Mo…The dynamics of trader motivations in asset bubbles (2007)The dynamics of trader motiva…Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers (2007)Portfolio Choice and Asset Pr…Risk aversion and under-hedging (2006)Risk aversion and under-hedgi…Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets (2002)Price Bubbles Sans Dividend A…The "Hot Issue" Market of 1980 (1984)Why new issues are underpriced (1986)The Efficiency of the Market for Single-Family Homes (1988)The Pricing of Initial Public Offerings: A Dynamic Model with Information Production (1993)Bubbles in Metropolitan Housing Markets (1994)A portrait of the individual investor (1998)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Exchange rate puzzles: A tale of switching attractors (2004)The impact of heterogeneous trading rules on the limit order book and order flows (2008)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price (2013)Two centuries of trend following (2014)Booms, busts and behavioural heterogeneity in stock prices (2017)The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements (2004)Vector Autoregressive Models for Multivariate Time Series (2007)Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1990Speculative Prices and Popular Models448 cited
  • 2001Financial markets as nonlinear adaptive evolutionary systems324 cited
  • 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.312 cited
  • 2004Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange216 cited
  • 2007Expectations and bubbles in asset pricing experiments196 cited
  • 1976An Experimental Study of Expectation Formation146 cited
  • 1987The Formation of Price Forecasts in Experimental Markets140 cited
  • 2002Rational Investor Sentiment47 cited

Cited by

  • 2013Behavioral learning equilibria106 cited
  • 2015Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights78 cited

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2018
Over-reaction in Macroeconomic Expectations
55 cited
  • 2015Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments53 cited
  • 2007The dynamics of trader motivations in asset bubbles37 cited
  • 2002Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets27 cited
  • 2012Learning, Forecasting and Optimizing: An Experimental Study24 cited
  • 2011Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory23 cited
  • 2007Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers1 cited
  • 2006Risk aversion and under-hedging1 cited