Pages that link to "Item:Q1657205"
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The following pages link to Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments (Q1657205):
Displaying 11 items.
- Behavioral uncertainty and the dynamics of traders' confidence in their price forecasts (Q1657209) (← links)
- Can competition between forecasters stabilize asset prices in learning to forecast experiments? (Q2007857) (← links)
- A quantitative easing experiment (Q2246718) (← links)
- Coordination on bubbles in large-group asset pricing experiments (Q2291435) (← links)
- Who inflates the bubble? Forecasters and traders in experimental asset markets (Q2291436) (← links)
- Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis (Q2291441) (← links)
- The effect of short selling and borrowing on market prices and traders' behavior (Q2338526) (← links)
- The impact of interest rate policy on individual expectations and asset bubbles in experimental markets (Q2338528) (← links)
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS (Q5325988) (← links)
- Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns* (Q5430119) (← links)
- Predicting the unpredictable: new experimental evidence on forecasting random walks (Q6106638) (← links)