Berg, J. E., & Rietz, T. A. (2003). Prediction markets as decision support systems. Information Systems Frontiers, 5(1), 79–93.
Berg, J. E., Nelson, F. D., & Rietz, T. A. (2008b). Prediction market accuracy in the long run. International Journal of Forecasting, 24(2), 283–298.
Berg, J., Forsythe, R., Nelson, F., & Rietz, T. (2008a). Results from a dozen years of election futures markets research, Ch. 80. In C. R. Plott & V. L. Smith (Eds.), Handbook of experimental economics results (pp. 742–751). Amsterdam: Elsevier.
Bock, O., Baetge, I., & Nicklisch, A. (2014). hroot: Hamburg registration and organization online tool. European Economic Review, 71, 117–120.
Brown, W. O., & Sauer, R. D. (1993). Fundamentals or noise? Evidence from the professional basketball betting market. The Journal of Finance, 48(4), 1193–1209.
- Bruce, R. S. (1935). Group judgments in the fields of lifted weights and visual discrimination. The Journal of Psychology, 1(1), 117–121.
Paper not yet in RePEc: Add citation now
- Budescu, D. V., & Chen, E. (2014). Identifying expertise to extract the wisdom of crowds. Management Science, 61(2), 267–280.
Paper not yet in RePEc: Add citation now
Budescu, D. V., & Yu, H.-T. (2006). To Bayes or not to Bayes? A comparison of two classes of models of information aggregation. Decision Analysis, 3(3), 145–162.
Chamley, C., & Gale, D. (1994). Information revelation and strategic delay in a model of investment. Econometrica, 62(5), 1065–1085.
Choo, L., Kaplan, T. R., & Zultan, R. (2019). Information aggregation in Arrow–Debreu markets: An experiment. Experimental Economics, 22, 625–652.
Clemen, R. T. (1989). Combining forecasts: A review and annotated bibliography. International Journal of Forecasting, 5(4), 559–583.
- Davis-Stober, C. P., Budescu, D. V., Dana, J., & Broomell, S. B. (2014). When is a crowd wise? Decision, 1(2), 79–101.
Paper not yet in RePEc: Add citation now
Diamond, D. W., & Verrecchia, R. E. (1981). Information aggregation in a noisy rational expectations economy. Journal of Financial Economics, 9, 221–235.
Dohmen, T. J., Falk, A., Huffman, D., Schupp, J., Sunde, U., & Wagner, G. (2011). Individual risk attitudes: Measurement, determinants, and behavioral consequences. Journal of the European Economic Association, 9(3), 522–550.
Eckel, C. C., & Füllbrunn, S. (2015). Thar she blows? Gender, competition, and bubbles in experimental asset markets. The American Economic Review, 105(2), 906–920.
Eckel, C. C., & Füllbrunn, S. C. (2017). Hidden vs. known gender effects in experimental asset markets. Economics Letters, 156, 7–9.
Fischbacher, U. (2007). z-Tree: Zurich toolbox for ready-made economic experiments. Experimental Economics, 10(2), 171–178.
Forsythe, R., & Lundholm, R. (1990). Information aggregation in an experimental market. Econometrica, 58(2), 309–347.
Gjerstad, S. (2004). Risk aversion, beliefs, and prediction market equilibrium, University of Arizona, Department of Economics Working Paper 04-17.
- Gordon, K. H. (1924). Group judgments in the field of lifted weights. Journal of Experimental Psychology, 7(5), 398–400.
Paper not yet in RePEc: Add citation now
Gruca, T., Berg, J. E., & Cipriano, M. (2003). The effect of electronic markets on forecasts of new product success. Information Systems Frontiers, 5(1), 95–105.
Herzog, S., & Hertwig, R. (2011). The wisdom of ignorant crowds: Predicting sport outcomes by mere recognition. Judgment and Decision Making, 6(1), 58.
Holt, C. A., Porzio, M., & Song, M. Y. (2017). Price bubbles, gender, and expectations in experimental asset markets. European Economic Review, 100, 72–94.
Huber, J. (2007). ‘j’-shaped returns to timing advantage in access to information—experimental evidence and a tentative explanation. Journal of Economic Dynamics & Control, 31, 2536–2572.
Huber, J., Kirchler, M., & Sutter, M. (2008). Is more information always better? Experimental financial markets with cumulative information. Journal of Economic Behavior & Organization, 65, 86–104.
- Jensen, J. L. W. V. (1906). Sur les fonctions convexes et les inégalités entre les valeurs moyennes. Acta Mathematica, 30(1), 175–193.
Paper not yet in RePEc: Add citation now
Kirchler, M., Huber, J., & Stöckl, T. (2012). Thar she bursts—reducing confusion reduces bubbles. The American Economic Review, 102(2), 865–883.
Kyle, R. A. (1985). Continuous auctions and insider trading. Econometrica, 53, 1315–1335.
Lichtendahl, K, Jr., Grushka-Cockayne, Y., & Pfeifer, P. (2013). The wisdom of competitive crowds. Operations Research, 61(6), 1383–1398.
- Lorenz, J., Rauhut, H., Schweitzer, F., & Helbing, D. (2011). How social influence can undermine the wisdom of crowd effect. Proceedings of the National Academy of Sciences, 108(22), 9020–9025.
Paper not yet in RePEc: Add citation now
- Lorge, I., & Fox, D. D. J. B. M. (1958). A survey of studies contrasting the quality of group performance and individual performance. Psychological Bulletin, 55(6), 337–372.
Paper not yet in RePEc: Add citation now
- Malone, T., Laubacher, R., & Dellarocas, C. (2009). Harnessing crowds: Mapping the genome of collective intelligence. SSRN working paper 1381502.
Paper not yet in RePEc: Add citation now
- Mannes, A. E., Larrick, R. P., & Soll, J. B. (2012). The social psychology of the wisdom of crowds. In J. I. Krueger (Ed.), Frontiers of social psychology. Social judgment and decision making (pp. 227–242). New York, NY: Psychology Press.
Paper not yet in RePEc: Add citation now
Manski, C. F. (2006). Interpreting the predictions of prediction markets. Economics Letters 91(3), 425–429, revision of NBER Working Paper 10359, March 2004.
Noussair, C. N., & Tucker, S. (2016). Cash inflows and bubbles in asset markets with constant fundamental values. Economic Inquiry, 54(3), 1596–1606.
Ostrovsky, M. (2012). Information aggregation in dynamic markets with strategic traders. Econometrica, 80(6), 2595–2647.
- Ottoviani, M., & Sørensen, P. N. (2009). Aggregation of information and beliefs: Asset pricing lessons from prediction markets. SSRN discussion paper 1447369.
Paper not yet in RePEc: Add citation now
- Palan, S. (2015). GIMS—Software for asset market experiments. Journal of Behavioral and Experimental Finance, 5, 1–14.
Paper not yet in RePEc: Add citation now
Plott, C. R., & Sunder, S. (1988). Rational expectations and the aggregation of diverse information in laboratory security markets. Econometrica, 56(5), 1085–1118.
- Polgreen, P. M., Nelson, F. D., & Neumann, G. R. (2007). Use of prediction markets to forecast infectious disease activity. Clinical Infectious Diseases, 44(2), 272–279.
Paper not yet in RePEc: Add citation now
Powell, O. (2016). Numeraire independence and the measurement of mispricing in experimental asset markets. Journal of Behavioral and Experimental Finance, 9, 56–62.
Sauer, R. D. (1998). The economics of wagering markets. Journal of Economic Literature, 36(4), 2021–2064.
- Schredelseker, K. (1984). Anlagestrategie und informationsnutzen am aktienmarkt. Zeitschrift für Betriebswirtschaftliche Forschung, 36, 44–59.
Paper not yet in RePEc: Add citation now
- Soll, J., Richard, B., & Larrick, P. (2009). Strategies for revising judgment: How (and how well) people use others’ opinions. Journal of Experimental Psychology: Learning, Memory and Cognition, 35(3), 780–805.
Paper not yet in RePEc: Add citation now
Sunder, S. (1992). Market for information: Experimental evidence. Econometrica, 60(3), 667–695.
- Surowiecki, J. (2004). The wisdom of crowds. London: Abacus.
Paper not yet in RePEc: Add citation now
Wolfers, J., & Zitzewitz, E. (2006). Interpreting prediction market prices as probabilities. SSRN Discussion paper 898597.