Experimental Research on Asset Pricing Page 1 9 EXPERIMENTAL RESEARCH ON ASSET
PRICING Charles N. Noussair Tilburg University Steven Tucker The University of Waikato 1 …

When an agent receives information from a source whose accuracy might be either high or
low, standard theory dictates that she update as if the source has medium accuracy. In a …

It is challenging to design profitable and practical trading strategies, as stock price
movements are highly stochastic, and the market is heavily influenced by chaotic data …

Purpose–How can laboratory experiments help us understand banking crises, including the
usefulness of various policy responses? After giving a concise introduction to the field of …

Although a number of theoretical studies explain empirical puzzles in finance with ambiguity
aversion, it is not a given that individual ambiguity attitudes survive in markets. In fact …

We examine the dynamics of the signed-spillover across financial markets using historical
decomposition approach. By incorporating Markov-switching framework into the VAR model …

We design and conduct an economic experiment to investigate the learning process of
agents under compound risk and under ambiguity. We gather data for subjects choosing …

We study the effect of ambiguity on the formation of bubbles and crashes in experimental
asset markets à la Smith, Suchanek, and Williams (1988) by allowing for ambiguity in the …

This paper poses the problem of modeling price responsive demand as one of identifying
the transfer function between the price and power consumption. This is motivated by the …

How do investors' risk preferences influence the relationships between investors' online
channel use intensity and both their trading behaviors and performance? This study …