Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
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Publication:1657205
DOI10.1016/J.JEDC.2018.01.018zbMath1401.91058OpenAlexW2794094652MaRDI QIDQ1657205
Eizo Akiyama, Ryuichiro Ishikawa, Nobuyuki Hanaki
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.018
Related Items (8)
Behavioral uncertainty and the dynamics of traders' confidence in their price forecasts ⋮ Predicting the unpredictable: new experimental evidence on forecasting random walks ⋮ A quantitative easing experiment ⋮ Coordination on bubbles in large-group asset pricing experiments ⋮ Who inflates the bubble? Forecasters and traders in experimental asset markets ⋮ Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis ⋮ The effect of short selling and borrowing on market prices and traders' behavior ⋮ The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
Uses Software
Cites Work
- Individual expectations, limited rationality and aggregate outcomes
- Expectationally driven market volatility: An experimental study
- Bubble measures in experimental asset markets
- How do experienced traders respond to inflows of inexperienced traders? An experimental analysis
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Fiscal Policy in an Expectations-Driven Liquidity Trap
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