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Author : Bulent Guler
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)
Download or read book Trading Institutions in Experimental Asset Markets written by Bulent Guler and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Volodymyr Lugovskyy
Publisher :
ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (722 download)
Download or read book An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution written by Volodymyr Lugovskyy and published by . This book was released on 2011 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Friedman
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (321 download)
Download or read book How Trading Institutions Affect Financial Market Performance written by Daniel Friedman and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Friedman
Publisher : London : Department of Economics, University of Western Ontario
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.0/5 ( download)
Download or read book The Informational Efficiency of Experimental Asset Markets written by Daniel Friedman and published by London : Department of Economics, University of Western Ontario. This book was released on 1983 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stefan Palan
Publisher : Springer
ISBN 13 : 9783642021466
Total Pages : 171 pages
Book Rating : 4.0/5 (214 download)
Download or read book Bubbles and Crashes in Experimental Asset Markets written by Stefan Palan and published by Springer. This book was released on 2010-02-04 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a stock market modeled after the seminal work of Smith et al. (1988). To account for the increasing importance of online betting sites, subjects were also allowed to trade in a digital option market. The outcomes shed new light on how subjects form and update their expectations, placing special emphasis on the bounded rationality of investors. Various analytical bubble measures found in the literature are collected, calculated, classified and presented for the first time. The very interesting new bubble measures "Dispersion Ratio", "Overpriced Transactions" and "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and crashes in financial markets.
Author : Thomas Stöckl
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (731 download)
Download or read book Trading Strategies and Trading Profits in Experimental Asset Markets with Cumulative Information written by Thomas Stöckl and published by . This book was released on 2010 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Pieter Krahnen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Insider Trading and Portfolio Structure in Experimental Asset Markets written by Jan Pieter Krahnen and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We report results of a series of nine market experiments with asymmetric information and a fundamental value process that is more quot;realisticquot; than those in previous experiments. Both a call market institution and a continuous double auction mechanism are employed. We find considerable pricing inefficiencies that are only partially exploited by insiders. The magnitude of insider gains is analyzed experimentally. We find support for the hypothesis that the continuous double auction leads to more efficient outcomes. Finally, we present evidence of an endowment effect: the initial portfolio structure influences the final asset holdings of experimental subjects.
Author : Daniel Friedman
Publisher :
ISBN 13 :
Total Pages : 92 pages
Book Rating : 4.:/5 (321 download)
Download or read book Partial Revelation of Information in Experimental Asset Markets written by Daniel Friedman and published by . This book was released on 1988 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tim A. Carle
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (951 download)
Download or read book Heterogeneity of Beliefs and Trade in Experimental Asset Markets written by Tim A. Carle and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christoph Brunner
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (61 download)
Download or read book Price Formation and Trade in Experimental Asset Markets written by Christoph Brunner and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles Noussair
Publisher : John Wiley & Sons
ISBN 13 : 1118790685
Total Pages : 374 pages
Book Rating : 4.1/5 (187 download)
Download or read book A Collection of Surveys on Market Experiments written by Charles Noussair and published by John Wiley & Sons. This book was released on 2013-11-27 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprised of 10 surveys by leading scholars, this collection showcases the largest and fastest growing strands of research on market behaviour in experimental economics. Covers topics such as asset markets, contests, environmental policy, frictions, general equilibrium, labour markets, multi-unit auctions, oligopoly markets, and prediction markets Focuses on the literature that has helped economists best understand how markets operate Assesses the impact of developments in theory, policy, and research methods
Author : Daniel Friedman
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (321 download)
Download or read book Privileged Traders and Asset Market Efficiency written by Daniel Friedman and published by . This book was released on 1991 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tomáš Miklánek
Publisher :
ISBN 13 : 9788073445188
Total Pages : pages
Book Rating : 4.4/5 (451 download)
Download or read book Personal Traits and Trading in an Experimental Asset Market written by Tomáš Miklánek and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lucy F. Ackert
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (129 download)
Download or read book Bubbles in Experimental Asset Markets written by Lucy F. Ackert and published by . This book was released on 2015 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The robustness of bubbles and crashes in markets for finitely lived assets is perplexing. This paper reports the results of experimental asset markets in which participants trade two assets. In some markets, price bubbles form. In these markets, traders will pay even higher prices for the asset with lottery characteristics, i.e., a claim on a large, unlikely payoff. However, institutional design has a significant impact on deviations in prices from fundamental values, particularly for an asset with lottery characteristics. Price run-ups and crashes are moderated when traders finance purchases of the assets themselves and are allowed to short sell.
Author : Stefan Palan
Publisher : Springer Science & Business Media
ISBN 13 : 3642021476
Total Pages : 179 pages
Book Rating : 4.6/5 (42 download)
Download or read book Bubbles and Crashes in Experimental Asset Markets written by Stefan Palan and published by Springer Science & Business Media. This book was released on 2009-10-03 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a stock market modeled after the seminal work of Smith et al. (1988). To account for the increasing importance of online betting sites, subjects were also allowed to trade in a digital option market. The outcomes shed new light on how subjects form and update their expectations, placing special emphasis on the bounded rationality of investors. Various analytical bubble measures found in the literature are collected, calculated, classified and presented for the first time. The very interesting new bubble measures "Dispersion Ratio", "Overpriced Transactions" and "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and crashes in financial markets.
Author : Stefan Palan
Publisher : Springer
ISBN 13 : 9783642021466
Total Pages : 171 pages
Book Rating : 4.0/5 (214 download)
Download or read book Bubbles and Crashes in Experimental Asset Markets written by Stefan Palan and published by Springer. This book was released on 2010-02-04 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a stock market modeled after the seminal work of Smith et al. (1988). To account for the increasing importance of online betting sites, subjects were also allowed to trade in a digital option market. The outcomes shed new light on how subjects form and update their expectations, placing special emphasis on the bounded rationality of investors. Various analytical bubble measures found in the literature are collected, calculated, classified and presented for the first time. The very interesting new bubble measures "Dispersion Ratio", "Overpriced Transactions" and "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and crashes in financial markets.
Author : Don K Mak
Publisher : World Scientific
ISBN 13 : 9814486841
Total Pages : 261 pages
Book Rating : 4.8/5 (144 download)
Download or read book The Science Of Financial Market Trading written by Don K Mak and published by World Scientific. This book was released on 2003-03-19 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors — if that particular market can be forecasted at all.The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled — phenomenologically and from first principle — is explained.It discusses indicators, which are quite objective, rather than price patterns, which are rather subjective. Similarities between indicators in market trading and operators in mathematics are noted, and particularly, between oscillator indicators and derivatives in Calculus. It illustrates why some indicators, e.g., Stochastics, have limited usage. Several new indicators are designed and tested on theoretical waveforms to check their validity and applicability. The indicators have a minimal time lag, which is significant for trading purposes. Common market behaviors like divergences between price and momentum are explained. A skipped convolution technique is introduced to allow traders to pick up market movements at an earlier time. The market is treated as a nonlinear phenomenon. Forecasting of when the market is going to turn is emphasized.
