Charles Noussair

University of Arizona

McClelland Hall

Tucson, AZ 85721-0108

United States

SCHOLARLY PAPERS

4

DOWNLOADS

172

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Do People Maximize Quantiles?

Number of pages: 48 Posted: 09 Jun 2020
Tippie College of Business, Michigan State University, University of Arizona and The University of Arizona
Downloads 111 (306,998)
Citation 5

Abstract:

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Quantile Preference, Risk Attitude, Experiment

2.

The Dark Side of Monetary Bonuses: Theory and Experimental Evidence

CentER Discussion Paper No. 2020-001
Number of pages: 51 Posted: 29 Jan 2020
Victor Gonzalez, Patricio S. Dalton and Charles Noussair
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Center for Economic Research (CentER) and University of Arizona
Downloads 34 (554,361)
Citation 1

Abstract:

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Goal-setting, Contracts, Loss aversion, Bonuses, Experiment

3.

Leniency Policies and Cartel Success: An Experiment

Number of pages: 31 Posted: 08 Jul 2021
Jeong Yeol Kim and Charles Noussair
University of Arizona and University of Arizona
Downloads 14 (686,403)

Abstract:

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Antitrust, Cartel, Leniency policy, Experiment

4.

Contagion and Return Predictability in Asset Markets: An Experiment With Two Lucas Trees

CentER Discussion Paper Series Nr. 2020-014
Number of pages: 54 Posted: 19 May 2020
Charles Noussair and Andreea Victoria Popescu
University of Arizona and Tilburg University - Center for Economic Research (CentER)
Downloads 13 (694,209)

Abstract:

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contagion; asset pricing; two trees model; experimental pricing; time series momentum; return predictability

Other Papers (1)

Total Downloads: 0
1.

Comovement and return predictability in asset markets: An experiment with two Lucas trees

Journal of Economic Behavior and Organization, Vol. 185, No. 671-687, 2021
Posted: 06 Sep 2019 Last Revised: 07 Jun 2021
Charles Noussair and Andreea Victoria Popescu
University of Arizona and APG Asset Management

Abstract:

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Contagion, Asset Pricing, Two Trees Model, Experimental Finance, Time Series Momentum, Return Predictability