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Information Mirages and Financial Contagion in Asset Market Experiment. (2014). Noussair, Charles ; Xu, Yilong.
In: Discussion Paper.
RePEc:tiu:tiucen:8feff7d4-f49d-41a0-9bb0-58e6567dd12a.

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  1. Asset Markets in the Lab: a literature review. (2016). Nuzzo, Simone ; Morone, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:70461.

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  2. Market efficiency, trading institutions and information mirages: Evidence from an experimental asset market. (2016). Nuzzo, Simone ; Morone, Andrea.
    In: Working Papers.
    RePEc:jau:wpaper:2016/12.

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  3. Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market. (2016). Nuzzo, Simone ; Morone, Andrea.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2016_17.

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References

References cited by this document

  1. Charles R. Plott and Shyam Sunder. Efficiency of experimental security markets with insider information: An application of rational-expectations models. Journal of Political Economy, 90(4):pp. 663–698, 1982. ISSN 00223808. URL http://www.jstor.org/stable/ 1831348.

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  6. LE Kodres and Matthew Pritsker. A rational expectations model of financial contagion. The Journal of Finance, LVII(2), 2002.

  7. Leonidas Sandoval Junior and Italo De Paula Franca. Correlation of financial markets in times of crisis. Physica A: Statistical Mechanics and its Applications, 391:187 – 208, 2012. ISSN 0378-4371. Mervyn A King and Sushil Wadhwani. Transmission of volatility between stock markets.

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  12. Sebastian Ebert. On skewed risks in economic models and experiments. Working Paper, 2013. URL http://dx.doi.org/10.2139/ssrn.1962783.
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  13. Thomas E. Copeland and Daniel Friedman. The effect of sequential information arrival on asset prices: An experimental study. The Journal of Finance, 42(3):763–797, 1987.

  14. Thomas Moser. What is international financial contagion? International Finance, 6(2): 157–178, 2003. ISSN 1468-2362.

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