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Arbitrage, asset prices and risk allocation in experimental markets

Rietz, Thomas A. - 1993

Persistent link: https://www.econbiz.de/10000913758

Arbitrage, asset prisces and risk allocation in experimental markets

Rietz, Thomas A. - 1992

Persistent link: https://www.econbiz.de/10000851029

Chapter 31 Experiments with Arbitrage Across Assets

Fisher, Eric O'N. - In: Handbook of experimental economics results : volume 1, (pp. 256-259). 2008

unobservable changes in time-varying fundamentals. Also, although backward induction is at the heart of asset- pricing theory …, and interest-bearing assets. Thus a simple theory of cross-asset arbitrage predicts the bluered exchange rate well, while … exchange rate theory, holds in these data, while a simple notion of inter-temporal arbitrage is soundly refuted. …

Persistent link: https://www.econbiz.de/10014023616

Short-run arbitrage in crisis markets : experimental evidence

Sonsino, Doron; Shavit, Tal - In: Annals of financial economics 9 (2014) 1, pp. 1-60

Persistent link: https://www.econbiz.de/10010489148

Arbitrage Bots in Experimental Asset Markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - 2022

Trading algorithms are an integral component of modern asset markets. In two experimental markets for long-lived correlated assets we examine the impact of alternative types of arbitrage-seeking algorithms. These arbitrage robot traders vary in their latency and whether they make or take market...

Persistent link: https://www.econbiz.de/10013308153

Arbitrage bots in experimental asset markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278

Persistent link: https://www.econbiz.de/10014247343

Competitive equilibrium and classroom pit markets

Ruffle, Bradley J. - In: The journal of economic education 34 (2003) 2, pp. 123-137

Persistent link: https://www.econbiz.de/10001761258

Market institutions and price discovery

Plott, Charles - 2001

Persistent link: https://www.econbiz.de/10001658632

Market institutions and price discovery

Plott, Charles - 2001

experimental economics, the methodology of economics, political theory, and political economy …

Persistent link: https://www.econbiz.de/10014474107

Rate-of-return in experimental asset markets

Childs, Jason; Mestelman, Stuart - In: Review of international economics 14 (2006) 3, pp. 331-347

Persistent link: https://www.econbiz.de/10003348377