Experimental Research on Asset Pricing

Noussair, Charles N.; Tucker, Steven James

doi:10.2139/ssrn.2235105

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Experimental Research on Asset Pricing

CentER Discussion Paper Series No. 2013-020

25 Pages Posted: 18 Mar 2013

See all articles by Charles N. Noussair

Steven James Tucker

University of Waikato Management School - Economics

Date Written: March 18, 2013

Abstract

This paper selectively surveys some of the more prominent laboratory experimental studies on asset market behavior. The strands of literature considered are market microstructure, pari-mutuel betting markets, characteristics of participants, the effect of information release, and studies of the CAPM pricing model.

Keywords: Survey, Experiments, Asset Pricing

JEL Classification: C9, G10

Suggested Citation: Suggested Citation

Noussair, Charles N. and Tucker, Steven James, Experimental Research on Asset Pricing (March 18, 2013). CentER Discussion Paper Series No. 2013-020, Available at SSRN: https://ssrn.com/abstract=2235105 or http://dx.doi.org/10.2139/ssrn.2235105