Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets-Reference-Cited by-同舟云学术

Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets

Published:2019-01 Issue: Volume:157 Page:209-224
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Selten Reinhard,Neugebauer Tibor

Funder

Deutsche Forschungsgemeinschaft

National Research Fund

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

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2. Learning from trading activity in laboratory security markets with higher-order uncertainty;Journal of Behavioral and Experimental Economics;2021-02

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4. Introduction to special issue on “Complex evolving system approach to market dynamics and policy design”;Journal of Economic Behavior & Organization;2019-01

5. Call Market Experiments: Efficiency and Price Discovery Through Multiple Calls and Emergent Newton Adjustments;SSRN Electronic Journal;2015