Abstract

http://ssrn.com/abstract=2235105
 
 

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Experimental Research on Asset Pricing


Charles N. Noussair


Tilburg University

Steven James Tucker


University of Waikato Management School - Economics

March 18, 2013

CentER Discussion Paper Series No. 2013-020

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.

Number of Pages in PDF File: 25

Keywords: Survey, Experiments, Asset Pricing

JEL Classification: C9, G10

working papers series


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Date posted: March 18, 2013  

Suggested Citation

Noussair, Charles N. and Tucker, Steven James, Experimental Research on Asset Pricing (March 18, 2013). CentER Discussion Paper Series No. 2013-020. Available at SSRN: http://ssrn.com/abstract=2235105 or http://dx.doi.org/10.2139/ssrn.2235105

Contact Information

Charles N. Noussair (Contact Author)
Tilburg University ( email )
P.O. Box 90153
Tilburg, DC 5000 LE
Netherlands
Steven James Tucker
University of Waikato Management School - Economics ( email )
Hamilton
New Zealand
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References:  198
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