Experimental Research On Asset Pricing

C.N. Noussair, S. Tucker

Research output: Working paperDiscussion paperOther research output

61 Citations (Scopus)
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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

Keywords

  • Survey
  • Experiments
  • Asset Pricing

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