Experimental Research on Asset Pricing
CentER Discussion Paper Series No. 2013-020
25 Pages Posted: 18 Mar 2013
Date Written: March 18, 2013
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: Suggested Citation