Experimental Research on Asset Pricing

CentER Discussion Paper Series No. 2013-020

25 Pages Posted: 18 Mar 2013

See all articles by Charles N. Noussair

Charles N. Noussair

Tilburg University

Steven James Tucker

University of Waikato Management School - Economics

Multiple version iconThere are 2 versions of this paper

Date Written: March 18, 2013

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.

Keywords: Survey, Experiments, Asset Pricing

JEL Classification: C9, G10

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: https://ssrn.com/abstract=2235105 or http://dx.doi.org/10.2139/ssrn.2235105

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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