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Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets
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Outgoing claims: the papers this work cites, builds on, or argues with.
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The Global Financial Markets: An Ultra-Large-Scale Systems Perspective
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Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values
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z-Tree: Zurich toolbox for ready-made economic experiments
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Information aggregation in experimental asset markets in the presence of a manipulator
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Multi-period experimental asset markets with distinct fundamental value regimes
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Experiments in high-frequency trading: comparing two market institutions
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Subject pool recruitment procedures: organizing experiments with ORSEE
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Market manipulation detection: A systematic literature review
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Price manipulation in an experimental asset market
inferredcites →https://doi.org/10.1016/j.euroecorev.2013.11.009openalex-extracted
To see is to believe: Common expectations in experimental asset markets
inferredcites →https://doi.org/10.1016/j.finmar.2012.05.004openalex-extracted
Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders
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The Diversity of High Frequency Traders
inferredcites →https://doi.org/10.1016/j.finmar.2013.06.006openalex-extracted
High Frequency Trading and the New-Market Makers
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Does investor risk perception drive asset prices in markets? Experimental evidence
inferredcites →https://doi.org/10.1016/j.jbef.2016.08.003openalex-extracted
Experimental asset markets: A survey of recent developments
inferredcites →https://doi.org/10.1016/j.jebo.2016.07.010openalex-extracted
Futures markets, cognitive ability, and mispricing in experimental asset markets
inferredcites →https://doi.org/10.1016/j.jebo.2017.11.011openalex-extracted
Bubbles in hybrid markets: How expectations about algorithmic trading affect human trading
inferredcites →https://doi.org/10.1016/j.jebo.2022.12.004openalex-extracted
Arbitrage bots in experimental asset markets
inferredcites →https://doi.org/10.1016/j.jedc.2011.05.009openalex-extracted
On the ingredients for bubble formation: Informed traders and communication
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How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis
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Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
inferredcites →https://doi.org/10.1016/j.jfineco.2015.01.003openalex-extracted
High frequency market microstructure
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Trust in humans and robots: Economically similar but emotionally different
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We and It: An interdisciplinary review of the experimental evidence on how humans interact with machines
inferredcites →https://doi.org/10.1017/s0022109013000471openalex-extracted
Algorithmic Trading and the Market for Liquidity
inferredcites →https://doi.org/10.1017/s0022109018000571openalex-extracted
Heterogeneity of Beliefs and Trade in Experimental Asset Markets
inferredcites →https://doi.org/10.1017/s0022109020000782openalex-extracted
Algorithmic Trading and Market Quality: International Evidence
inferredcites →https://doi.org/10.1038/s41562-021-01128-2openalex-extracted
Bad machines corrupt good morals
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Neural correlates of depth of strategic reasoning in medial prefrontal cortex
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Irrational exuberance and neural crash warning signals during endogenous experimental market bubbles
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Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality
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CASH INFLOWS AND BUBBLES IN ASSET MARKETS WITH CONSTANT FUNDAMENTAL VALUES
inferredcites →https://doi.org/10.1111/ecoj.12338openalex-extracted
It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market
inferredcites →https://doi.org/10.1111/fire.12031openalex-extracted
Computerized and High‐Frequency Trading
inferredcites →https://doi.org/10.1111/joes.12023openalex-extracted
A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS
inferredcites →https://doi.org/10.1145/2890495openalex-extracted
People Do Not Feel Guilty About Exploiting Machines
inferredcites →https://doi.org/10.1146/annurev-financial-121415-033010openalex-extracted
The Economics of High-Frequency Trading: Taking Stock
inferredcites →https://doi.org/10.1257/089533005775196651openalex-extracted
Individual Irrationality and Aggregate Outcomes
inferredcites →https://doi.org/10.1257/aer.102.2.865openalex-extracted
Thar She Bursts: Reducing Confusion Reduces Bubbles
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Traders' Expectations in Asset Markets: Experimental Evidence
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Classroom Games: Speculation and Bubbles in an Asset Market
inferredcites →https://doi.org/10.1257/jep.27.2.51openalex-extracted
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents
inferredcites →https://doi.org/10.2139/ssrn.2236201openalex-extracted
What Do We Know About High-Frequency Trading?
inferredcites →https://doi.org/10.2139/ssrn.3569435openalex-extracted
Humans in Charge of Trading Robots: The First Experiment
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Price Bubbles with Discounting: A Web-Based Classroom Experiment
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We and It: An Interdisciplinary Review of the Experimental Evidence on Human-Machine Interaction
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TOO FAST TOO FURIOUS - Faster Financial-market Trading Agents Can Give Less Efficient Markets
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Evidencing the “Robot Phase Transition” in Human-agent Experimental Financial Markets
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