Experimental Research On Asset Pricing

C.N. Noussair, S. Tucker

Research output: Working paperDiscussion paperOther research output

39 Citations (Scopus)

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

Keywords

  • Survey
  • Experiments
  • Asset Pricing

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