Funder
the National Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Software
Reference50 articles.
1. Smith, V., Suchanek, G., Williams, A.: Bubbles, crashes, and endogenous expectations in experimental spot asset markets. Econometrica 56, 1119–1151 (1988)
2. Huber, J., Kirchler, M., Sutter, M.: Is more information always better? Experimental financial markets with cumulative information. J. Econ. Behav. Organ. 65(1), 86–104 (2008)
3. Noussair, C., Xu, Y.: Information mirages and financial contagion in an asset market experiment. J. Econ. Study 42(6), 1029–1055 (2015)
4. Alfarano, S., Camacho, E., Morone, A.: Do investors rely too much on public information to be justified by its accuracy? An experimental study. FinMaP-Working Papers 30 (2015)
5. Barreda-Tarrazona, I., Grimalda, G., Morone, A., Teglio, A.: Does Co-operation Pay Off in Financial Markets? An Experimental Analysis. Mimeo, New York (2016)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献