Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset
pricing anomalies. We use the controlled conditions of the experimental lab to investigate …

We investigate the relationship between anchoring and the emergence of bubbles in
experimental asset markets. We show that setting a visual anchor at the fundamental value …

We construct an experimental asset market in which the time trend of the fundamental value
is subject to a shock. The design of the experiment allows testing of whether prices adhere …

Conventional finance models indicate that the magnitude of stock prices should not
influence portfolio choices or future returns. This view is contradicted, however, by empirical …

We investigated the effects of news valence, the direction of trends in graphically presented
price series, and the culture and personality of traders in a financial trading task. Participants …

We report on experimental markets for a contingent claim asset that eight subjects traded for
nine periods before the state was revealed. There is an informative binary signal that arrives …

This study is an effort to answer the questions which traditional finance theories have failed
to answer. Stock markets are run by human decisions which are the life blood for Behavioral …

La littérature récente en comptabilité et en finance montre que le niveau des cours des
actions influence les prévisions de prix des analystes (Roger, Roger et Schatt [2018]). Dans …

La littérature récente en comptabilité et en finance montre que le niveau des cours des
actions influence les prévisions de prix des analystes (Roger, Roger et Schatt [2018]). Dans …

The purpose of this thesis is to explore the interaction between people's financial behaviour
and the market's fractal characteristics. In particular, I have been interested in the Hurst …