Experimental Research on Asset Pricing
Charles N. Noussair
Steven James Tucker
University of Waikato Management School - Economics
March 18, 2013
CentER Discussion Paper Series No. 2013-020
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.
Number of Pages in PDF File: 25
Keywords: Survey, Experiments, Asset Pricing
JEL Classification: C9, G10working papers series
Date posted: March 18, 2013
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