Tibor Neugebauer

Université du Luxembourg - Department of Finance

Campus Kirchberg

6 rue Richard Coudenhove-Kalergi

L-1359 Luxembourg

Luxembourg

SCHOLARLY PAPERS

9

DOWNLOADS

885

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (9)

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 375 (113,951)

Abstract:

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Experimental Economics; Experimental Finance; Robot Trader

2.

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 113 (339,341)
Citation 1

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

3.

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 101 (366,013)
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

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 91 (394,270)

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

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

Economic Inquiry, Vol. 57, Issue 4, pp. 2163-2183, 2019
Number of pages: 21 Posted: 14 May 2020
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 1 (954,356)
Citation 1

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5.

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 85 (407,415)

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

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 51 (528,740)

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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 40 (582,264)

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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 26 (668,543)
Citation 1

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

9.

Limited Liability, Moral Hazard, and Risk Taking: A Safety Net Game Experiment

Economic Inquiry, Vol. 51, Issue 2, pp. 1389-1403, 2013
Number of pages: 15 Posted: 27 Feb 2013
Sascha Füllbrunn and Tibor Neugebauer
Radboud University Nijmegen - Institute for Management Research and Université du Luxembourg - Department of Finance
Downloads 2 (898,645)

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