Who inflates the bubble? Forecasters and traders in experimental asset markets

DOI10.1016/J.JEDC.2019.07.004zbMath1461.91298OpenAlexW2961465261WikidataQ127462282 ScholiaQ127462282MaRDI QIDQ2291436

Marcus Giamattei, Johann Graf Lambsdorff, Stefan Palan, Andreas Nicklisch, Juergen Huber

Publication date: 30 January 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.07.004

zbMATH Keywords

market efficiencydivision of labormispricinganalyststraders

Mathematics Subject Classification ID

Financial markets (91G15) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

Related Items (2)

Predicting the unpredictable: new experimental evidence on forecasting random walks ⋮ The impact of interest rate policy on individual expectations and asset bubbles in experimental markets

Uses Software

• Z-Tree
• ORSEE

Cites Work

• Individual expectations, limited rationality and aggregate outcomes
• Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
• Bubble measures in experimental asset markets
• Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
• Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence
• The Measurement of Observer Agreement for Categorical Data
• Dividend timing and behavior in laboratory asset markets
• Price bubbles in laboratory asset markets with constant fundamental values

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