Tibor Neugebauer

Université du Luxembourg - Department of Finance

Campus Kirchberg

6 rue Richard Coudenhove-Kalergi

L-1359 Luxembourg

Luxembourg

SCHOLARLY PAPERS

14

DOWNLOADS

1,442

SSRN CITATIONS
Rank 29,305

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Top 29,305

in Total Papers Citations

32

CROSSREF CITATIONS

4

Scholarly Papers (14)

1.

Algorithmic Trading in Experimental Markets with Human Traders: A Literature Survey

To appear in the HANDBOOK OF EXPERIMENTAL FINANCE, Sascha Füllbrunn and Ernan Haruvy (eds), Edward Elgar Publishing
Number of pages: 41 Posted: 21 Aug 2021 Last Revised: 03 Nov 2021
Nanyang Technological University (NTU) - Division of Economics, University of Luxembourg, Université du Luxembourg - Department of Finance and Nanyang Technological University (NTU) - Division of Economics
Downloads 574 (85,978)
Citation 7

Abstract:

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Experimental Economics; Experimental Finance; Robot Trader

2.

A Test of the Modigliani-Miller Theorem, Dividend Policy and Algorithmic Arbitrage in Experimental Asset Markets

Number of pages: 34 Posted: 17 Jan 2022
Tibor Neugebauer, Jason Shachat and Wiebke Szymczak
Université du Luxembourg - Department of Finance, Durham Business School and Durham University Business School
Downloads 159 (329,687)
Citation 2

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Modigliani-Miller, arbitrage, dividends, experiment, asset market

3.

Underpricing of Initial Public Offerings in Experimental Asset Markets

Forthcoming, Experimental Economics
Number of pages: 37 Posted: 05 Jan 2015 Last Revised: 09 Dec 2019
Sascha Füllbrunn, Tibor Neugebauer and Andreas Nicklisch
Radboud University Nijmegen - Institute for Management Research, Université du Luxembourg - Department of Finance and University of Hamburg - School of Business, Economics and Social Sciences
Downloads 146 (353,602)
Citation 1

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initial public offerings, underpricing, common value auctions, experimental finance, disposition effect, learning

4.

A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 01 Aug 2019
Gary Charness and Tibor Neugebauer
University of California, Santa Barbara (UCSB) - Department of Economics and Université du Luxembourg - Department of Finance
Downloads 137 (371,813)
Citation 4

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Modigliani-Miller theorem, asset market, twin shares, experiment, limits to arbitrage, perfect correlation, experience, cognitive reflection test, risk aversion

5.

Rank-Order Competition in the Voluntary Provision of Impure Public Goods

Number of pages: 35 Posted: 24 Mar 2010 Last Revised: 31 Mar 2019
Andrej Angelovski, Tibor Neugebauer and Maroš Servátka
Middlesex University, Université du Luxembourg - Department of Finance and Macquarie Graduate School of Management - MGSM Experimental Economics Laboratory
Downloads 107 (447,424)

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Competition, contest, rank order, cooperation, public goods, experiment, voluntary contribution mechanism

6.

Arbitrage Bots in Experimental Asset Markets

Number of pages: 47 Posted: 17 Jan 2022
Martin Angerer, Tibor Neugebauer and Jason Shachat
University of Liechtenstein, Université du Luxembourg - Department of Finance and Durham Business School
Downloads 97 (479,000)
Citation 3

Abstract:

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asset market experiment, arbitrage, algorithmic trading

7.

An Experimental Comparison of Two Exchange Economies: Long-Lived Asset Versus Short-Lived Asset

Number of pages: 38 Posted: 13 Oct 2020
Enrica Carbone, John D. Hey and Tibor Neugebauer
University of Campania Luigi Vanvitelli - Dipartimento di Scienze Politiche "Jean Monnet", University of York (UK) and Université du Luxembourg - Department of Finance
Downloads 54 (662,312)
Citation 4

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Asset Market Experiment, Lucas Tree Model, Bewley Incomplete Markets, Intertemporal Choice, Exchange Economy, General Equilibrium, Consumption Smoothing, Credit Market, Herfindahl Index, Term Structure of Sharpe Ratios

8.

Experimental Stock Market Dynamics: Excess Bids, Directional Learning, and Adaptive Style Investing in a Call-Auction with Multiple Multiperiod Lived Assets

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 38 Posted: 01 Aug 2019
Reinhard Selten and Tibor Neugebauer
University of Bonn - Economic Science Area and Université du Luxembourg - Department of Finance
Downloads 48 (697,166)
Citation 1

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call market experiment, market dynamics, excess bids, bounded rationality, adaptation, style-investing, learning direction theory

9.

Automated Market Maker vs Continuous Double Auction: An Asset Market Experiment

Number of pages: 32 Posted: 01 Dec 2023
Tibor Neugebauer and YiLong Xu
Université du Luxembourg - Department of Finance and Utrecht University, School of Economics (U.S.E.)
Downloads 44 (722,543)

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Automated Market Maker, Continuous Double Auction, Trading Institution, Experimental Asset Market, Price Efficiency

10.

Information Processing in an Asset Market Experiment with Algorithmic Arbitrage Trading

Number of pages: 30 Posted: 14 Dec 2023
Enrica Carbone, Tibor Neugebauer and Angelo Ventrone
University of Campania Luigi Vanvitelli - Dipartimento di Scienze Politiche "Jean Monnet", Université du Luxembourg - Department of Finance and University of Salerno
Downloads 28 (841,643)

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experimental asset market, information, earning announcement, arbitrage robot trader, underraction, price drift

11.

Does Wash Trading Impact Information Dissemination in Security Markets?

Number of pages: 54 Posted: 01 Dec 2023
Elizaveta Nekrasova and Tibor Neugebauer
University of Luxembourg and Université du Luxembourg - Department of Finance
Downloads 22 (894,827)

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asset market experiment, volume manipulation, wash trading, algorithmic trading

12.

Does Structured Communication Matter in Experimental Asset Markets?

Number of pages: 31 Posted: 05 Dec 2023
Yaron Lahav and Tibor Neugebauer
Ben-Gurion University of the Negev and Université du Luxembourg - Department of Finance
Downloads 14 (973,245)

Abstract:

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communication, belief elicitation, experimental asset markets

13.

Taming Selten’s Horse with Impulse Response

Number of pages: 43 Posted: 01 Dec 2023
Tibor Neugebauer, Abdolkarim Sadrieh and Reinhard Selten
Université du Luxembourg - Department of Finance, University of Magdeburg and University of Bonn - Economic Science Area
Downloads 9 (1,021,758)

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Trembling-hand Perfect Equilibrium, Game of Selten’s Horse, Learning Direction Theory, Impulse Response Dynamics, Quantal Response, Reinforcement Learning, Level-k

14.

Procedurally Fair Co-determination Under Value Ambiguity: An Experiment

Number of pages: 40 Posted: 01 Dec 2023
Max Planck Institute for Research on Collective Goods, Luxembourg Institute of Socio-Economic Research (LISER), Université du Luxembourg - Department of Finance and affiliation not provided to SSRN
Downloads 3 (1,070,318)

Abstract:

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corporate governance, joint venture, experiment, auction, ambiguity