Trading fast and slow: The role of deliberation in experimental financial markets-Reference-Cited by-同舟云学术

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Trading fast and slow: The role of deliberation in experimental financial markets

Published:2021-12 Issue: Volume:32 Page:100593
ISSN:2214-6350
Container-title:Journal of Behavioral and Experimental Finance
language:en
Short-container-title:Journal of Behavioral and Experimental Finance

Author:

Ferri Giovanni^ORCID,Ploner Matteo^ORCID,Rizzolli Matteo

Publisher

Elsevier BV

Subject

Finance

Reference55 articles.

1. High frequency traders: Taking advantage of speed;Aït-Sahalia,2013

2. From dual processes to multiple selves: Implications for economic behavior;Alós-Ferrer;J. Econ. Psychol.,2014

3. Bubbling with excitement: an experiment;Andrade;Rev. Finance,2015

4. Aquilina, M., Budish, E., O’Neill, P., 2021. Quantifying the high-frequency trading “arms race”. National Bureau of Economic Research, w29011.

5. Cognitive bubbles;Bosch-Rosa;Exp. Econ.,2018

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1. The impact of time constraints on new venture investment decisions: an experimental study;Venture Capital;2024-05-29

2. Time Pressure Reduces Financial Bubbles: Evidence from a Forecasting Experiment;SSRN Electronic Journal;2024

3. Ethical Finance and Prosperity;ROUTL INT STUD MONEY;2023-07-25

4. Reversal of Divergent Decisions: Wise or Hasty Decisions?;2023

5. Evaluation of the Fluctuation Mechanism of Behavioral Financial Market Based on Edge Computing;International Transactions on Electrical Energy Systems;2022-10-11

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