Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *

DOI10.1023/B:EUFI.0000035190.24818.E5zbMath1106.91322MaRDI QIDQ4672030

Charles R. Plott, Peter Bossaerts

Publication date: 29 April 2005

Published in: Review of Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Derivation of non-classical stochastic price dynamics equations ⋮ Price controls, non-price quality competition, and the nonexistence of competitive equilibrium ⋮ Coordination on bubbles in large-group asset pricing experiments ⋮ The CAPM in thin experimental financial markets.

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