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Experimental asset markets with endogenous choice of costly asymmetric information

https://doi.org/10.1007/s10683-010-9264-2
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4615-4589-7_8openalex-snapshot
Is the Usefulness Approach Useful? Some Reflections on the Utility of Public Information
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z-Tree: Zurich toolbox for ready-made economic experiments
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Bubble measures in experimental asset markets
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Rational expectations equilibrium with conditioning on past prices: A mean-variance example
inferredcites →https://doi.org/10.1016/0304-405x(78)90025-9openalex-snapshot
Some anomalous evidence regarding market efficiency
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Information aggregation in a noisy rational expectations economy
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Is more information always better?
inferredcites →https://doi.org/10.1016/j.jedc.2006.09.003openalex-snapshot
‘J’-shaped returns to timing advantage in access to information – Experimental evidence and a tentative explanation
inferredcites →https://doi.org/10.1016/j.jedc.2008.08.002openalex-snapshot
Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
inferredcites →https://doi.org/10.1016/j.joep.2010.04.005openalex-snapshot
Partial knowledge is a dangerous thing – On the value of asymmetric fundamental information in asset markets
inferredcites →https://doi.org/10.1086/261670openalex-snapshot
Why Are Vickrey Auctions Rare?
inferredcites →https://doi.org/10.1086/296567openalex-snapshot
The Market Value of Information: Some Experimental Results
inferredcites →https://doi.org/10.1111/j.1540-6261.1961.tb02789.xopenalex-snapshot
COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-snapshot
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01907.xopenalex-snapshot
ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
inferredcites →https://doi.org/10.1257/aer.102.1.iopenalex-snapshot
The American Economic Review
inferredcites →https://doi.org/10.2307/2325486openalex-snapshot
Efficient Capital Markets: A Review of Theory and Empirical Work
inferredcites →https://doi.org/10.2307/2951588openalex-snapshot
Market for Information: Experimental Evidence
inferredcites →https://doi.org/10.7916/d8765r99openalex-snapshot
On the Impossibility of Informationally Efficient Markets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Inefficient Markets
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Statistical Analysis of Results from Laboratory Studies in Experimental Economics: A Critique of Current Practice
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Experimental Asset Markets: Behaviour and Bubbles
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Information (Non)Aggregation in Markets with Costly Signal Acquisition
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How Much Information is Incorporated in Financial Asset Prices? Experimental Evidence
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Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets
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Information, Asset Price Volatility, and Liquidity
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Information, Asset Price Volatility, and Liquidity
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Trader Performance in a Market Experiment with Human and Computerized Traders
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Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming
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Price efficiency and trading behavior in limit order markets with competing insiders
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Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management
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Informed traders’ performance and the information environment: Evidence from experimental asset markets
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Information aggregation and the cognitive make-up of market participants
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When chasing the offender hurts the victim: The case of insider legislation
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An Experimental Analysis of Information Acquisition in Prediction Markets
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An experiment on the efficiency of bilateral exchange under incomplete markets
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Overweighting of public information in financial markets: A lesson from the lab
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Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.
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Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences
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Trading behavior and profits in experimental asset markets with asymmetric information
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Experimental asset markets: A survey of recent developments
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Literature Review of Experimental Asset Markets with Insiders
inferred← citeshttps://doi.org/10.1016/j.jebo.2018.08.005openalex-snapshot
Information (non)aggregation in markets with costly signal acquisition
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The impact of endogenous and exogenous cash inflows in experimental asset markets
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Herding with Leading Traders: Evidence from a Laboratory Social Trading Platform
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An experimental analysis of contagion in financial markets
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Catch me if you can. Can human observers identify insiders in asset markets?
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Single vs. multiple disclosures in an experimental asset market with information acquisition
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How Much Information Is Incorporated into Financial Asset Prices? Experimental Evidence
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Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence
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Information, Asset Price Volatility, and Liquidity
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Asset market experiments with diverse information
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Can Investing Diaries be Hazardous to Your Financial Health?
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On the impact of public information in financial markets: an experimental approach
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