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Bubbles and Information: An Experiment
16 references·6 citing·37 second hop
Bubbles and Information: An Experiment (2011)Bubbles and Information: An Experimentz-Tree: Zurich toolbox for ready-made economic experiments (2007)z-Tree: Zurich toolbox for re…Traders' Expectations in Asset Markets: Experimental Evidence (2007)Traders' Expectations in Asse…The “make or take” decision in an electronic market: Evidence on the evolution of liquidity (2004)The “make or take” decision i…An Online Recruitment System for Economic Experiments (2004)An Online Recruitment System …Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality (2001)Nonspeculative Bubbles in Exp…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…The Economic Structure of Corporate Law. (1993)The Economic Structure of Cor…The Economic Structure of Corporate Law. (1993)The Economic Structure of Cor…Nonlinear dynamics and evolutionary economics (1993)Nonlinear dynamics and evolut…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models (1982)Efficiency of Experimental Se…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 …Experience Does Not Eliminate Bubbles: Experimental Evidence (2020)Experience Does Not Eliminate…An Experimental Study of Bond Market Pricing (2018)An Experimental Study of Bond…Bubbles in hybrid markets: How expectations about algorithmic trading affect human trading (2017)Bubbles in hybrid markets: Ho…GIMS—Software for asset market experiments (2015)GIMS—Software for asset marke…Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets (2014)Experimental evidence on vary…Bubbling with Excitement: An Experiment (2012)Bubbling with Excitement: An …Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)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)The Handbook of experimental economics (1995)Reference Points and Effort Provision (2011)The Dark Side of Competition for Status (2013)hroot: Hamburg Registration and Organization Online Tool (2014)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)An Introduction to Varieties of Capitalism (2001)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)Finance and Growth: Theory and Evidence (2004)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)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)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

  • 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
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2007z-Tree: Zurich toolbox for ready-made economic experiments9,517 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2004An Online Recruitment System for Economic Experiments1,292 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 1993The Economic Structure of Corporate Law.1,135 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1993The Economic Structure of Corporate Law.629 cited
  • 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models565 cited
  • 2001Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality507 cited
  • 2004The “make or take” decision in an electronic market: Evidence on the evolution of liquidity483 cited

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2007
Traders' Expectations in Asset Markets: Experimental Evidence
398 cited
  • 1993Nonlinear dynamics and evolutionary economics349 cited
  • Cited by

    • 2015GIMS—Software for asset market experiments45 cited
    • 2017Bubbles in hybrid markets: How expectations about algorithmic trading affect human trading44 cited
    • 2018An Experimental Study of Bond Market Pricing43 cited
    • 2020Experience Does Not Eliminate Bubbles: Experimental Evidence34 cited
    • 2012Bubbling with Excitement: An Experiment30 cited
    • 2014Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets20 cited