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2. Market Experiments with Multiple Assets: A survey. (2021). Rabanal, Jean Paul ; Duffy, John ; Rud, Olga.
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3. Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2021). Palan, Stefan ; Stckl, Thomas ; Merl, Robert.
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4. Trading Frictions and the Post-Earnings-Announcement Drift. (2021). Theissen, Erik ; Palan, Stefan ; Fink, Josef.
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5. Leverage and Bubbles: Experimental Evidence. (2020). Gortner, Paul ; Massenot, Baptiste.
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6. Bubbles and Financial Professionals. (2020). Huber, Christoph ; Cohen, Lauren ; Rose, Julia ; Lindner, Florian ; Weitzel, Utz ; Kirchler, Michael.
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7. (A)symmetric information bubbles: Experimental evidence. (2020). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki.
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8. (A)symmetric Information Bubbles: Experimental Evidence. (2019). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki.
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9. Design-features of bubble-prone experimental asset markets with a constant FV. (2019). Huber, Christoph ; Bindra, Parampreet C ; Kleinlercher, Daniel.
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10. Bubbles and Financial Professionals. (2019). Weitzel, Utz ; Rose, Julia ; Lindner, Florian ; Huber, Christoph ; Kirchler, Michael.
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12. The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2019). Jiao, Peiran ; Alexander, Veronika ; Zak, Paul J ; Johnson, Cameron J ; Nadler, Amos.
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13. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
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14. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
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15. How do markets react to (un)expected fundamental value shocks? An experimental analysis. (2019). Willinger, Marc ; Bousselmi, Wael ; Sentis, Patrick.
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19. The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchêne, Sébastien ; Duchene, Sebastien.
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24. (A)symmetric Information Bubbles: Experimental Evidence. (2017). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki.
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31. The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2016). Jiao, Peiran ; Nadler, Amos.
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45. Ranking Games and Gambling: When to Quit When Youre Ahead. (2012). Anderson, Edward.
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46. Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets. (2012). Kirchler, Michael ; Holmen, Martin ; Kleinlercher, Daniel.
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47. Irrationality and beliefs in a laboratory asset market: Is it me or is it you?. (2012). Qi, Li ; Li, Qi ; Ackert, Lucy ; Kluger, Brian D..
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48. Leverage regulation: An agent-based simulation. (2011). Feldman, Todd.
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50. Digital Options and Efficiency in Experimental Asset Markets. (2010). Palan, Stefan.
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51. Digital options and efficiency in experimental asset markets. (2010). Palan, Stefan.
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52. Tournament behavior in Australian superannuation funds: A non-parametric analysis. (2009). faff, robert ; Hallahan, Terrence.
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53. Running From a Bear: How Poor Stock Market Performance Affects the Determinants of Mutual Fund Flows. (2009). Shrider, David G.
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57. Asset Bubbles without Dividends - An Experiment. (2007). Schmidt, Carsten ; Schnedler, Wendelin ; Oechssler, Jörg.
    In: Sonderforschungsbereich 504 Publications.
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58. Pension Fund Manager Tournaments and Attitudes Towards Corporate Characteristics. (2007). Brammer, Stephen ; Cox, Paul ; Millington, Andrew.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:7-8:p:1307-1326.

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59. The origins of bubbles in laboratory asset markets. (2006). Ackert, Lucy ; Deaves, Richard ; Charupat, Narat ; Kluger, Brian D..
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60. Too much cocited documents. This list is not complete

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