Experimental Research On Asset Pricing

C.N. Noussair, S. Tucker

Research output: Working paperDiscussion paperOther research output

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Abstract

Abstract This paper selectively surveys some of the more prominent laboratory experimental studies on asset market behavior. The strands of literature considered are market microstructure, pari-mutuel betting markets, characteristics of participants, the effect of information release, and studies of the CAPM pricing model.
Original languageEnglish
Place of PublicationTilburg
PublisherEconomics
Number of pages25
Volume2013-020
Publication statusPublished - 2013

Publication series

NameCentER Discussion Paper
Volume2013-020

Fingerprint

Market characteristics
Capital asset pricing model
Asset markets
Experimental study
Asset pricing
Market microstructure
Experimental research
Information release
Market behavior
Betting markets

Keywords

  • Survey
  • Experiments
  • Asset Pricing

Cite this

Noussair, C. N., & Tucker, S. (2013). Experimental Research On Asset Pricing. (CentER Discussion Paper; Vol. 2013-020). Tilburg: Economics.
Noussair, C.N. ; Tucker, S. / Experimental Research On Asset Pricing. Tilburg : Economics, 2013. (CentER Discussion Paper).
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Noussair, CN & Tucker, S 2013 'Experimental Research On Asset Pricing' CentER Discussion Paper, vol. 2013-020, Economics, Tilburg.

Experimental Research On Asset Pricing. / Noussair, C.N.; Tucker, S.

Tilburg : Economics, 2013. (CentER Discussion Paper; Vol. 2013-020).

Research output: Working paperDiscussion paperOther research output

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KW - Asset Pricing

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Noussair CN, Tucker S. Experimental Research On Asset Pricing. Tilburg: Economics. 2013. (CentER Discussion Paper).