Abbink, K., Rockenbach, B.: Option pricing by students and professional traders: a behavioural investigation, SFB 303. Discussion Paper B-376, University of Bonn (1996).
Anderson, C.M., Plott, C.R., Shimomura, K.-I., Granat, S.: Global instability in experimental general equilibrium: the Scarf example. Journal of Economic Theory 115(2), 209–249 (2004).
Ang, J., Schwartz, T.: Risk aversion and information structure: an experimental study of price variability in the securities markets. The Journal of Finance 11(3), 825–844 (1985).
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Asparouhova, E., Bossaerts, P., Plott, C.R.: Excess demand and equilibration in multi-security financial markets: the empirical evidence. Journal of Financial Markets 6, 1–21 (2003).
Back, K., Cao, H., Willard, G.: Imperfect competition among informed traders. Journal of Finance 55, 2117–2155 (2000).
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- Bloomfield, R., O’Hara, M., Saar, G.: The ‘make or take’ decision in an electronic market: evidence on the evolution of liquidity. Journal of Financial Economics (forthcoming). Bossaerts, P., Plott C.R.: The CAPM in thin experimental financial markets. Journal of Economic Dynamics and Control 26, 1093–1112 (2002).
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Brewer, P.J., Huang, M., Nelson, B., Plott, C.R.: On the behavioral foundations of the law of supply and demand: human convergence and robot randomness. Experimental Economics 5, 179–208 (2002).
Camerer, C., Weigelt, K.: Information mirages in experimental asset markets. Working Paper, University of Pennsylvania (1990).
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Cason, T.N., Friedman, D.: Buyer search and price dispersion: a laboratory study. Journal of Economic Theory 112, 232–260 (2003).
Cason, T.N., Friedman, D.: Price formation in double auction markets. Journal of Economic Dynamics and Control 20, 1307–1337 (1996).
Cason, T.N.: The opportunity for conspiracy in asset markets organized with dealer intermediaries. Review of Financial Studies 13(22), 385–416 (2000).
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Copeland, T.E., Friedman, D.: Partial revelation of information in experimental asset markets. The Journal of Finance 46(1), 265–295 (1991).
Copeland, T.E., Friedman, D.: The effect of sequential information arrival on asset prices: an experimental study. The Journal of Finance 43(3), 763–797 (1987).
Copeland, T.E., Friedman, D.: The market value of information: some experimental results. Journal of Business 65(2), 241–266 (1992).
Dutta, P.K., Madhavan, A.: Price continuity and insider trading. Rochester Center for Economic Research, Working Paper No. 338 (1992).
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Forsythe, R., Lundholm, R.J.: Information aggregation in an experimental market. Econometrica 58, 309–347 (1990).
Forsythe, R., Palfrey, T.R., Plott, C.R.: Asset valuation in an experimental market. Econometrica 50, 537–568 (1982).
Forsythe, R., Palfrey, T.R., Plott, C.R.: Futures markets and informational efficiency: a laboratory examination. Journal of Finance 39, 955–981 (1984).
Foster, D.F., Viswanathan, S.: Strategic trading when agents forecast the forecast of others. The Journal of Finance LI(4), 1437–1478 (1996).
Friedman, D., Harrison, G., Salmon, J.: The informational efficiency of experimental asset markets. Journal of Political Economy 92, 349–408 (1984).
- Friedman, D., Ostroy, J.: Competitively in auction markets: an experimental and theoretical investigation. The Economic Journal 105, 22–53 (1995).
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- Guarnaschelli, S., Kwasnika, A.M., Plott, C.R.: Information aggregation in double auctions: rational expectations and the winner’s curse. Information Systems Frontiers 5(1), 61–75 (2003).
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Gul, F., Postlewaite, A.: Asymptotic efficiency in large economies with asymmetric information. Econometrica 60, 1273–1292 (1992).
- Hayek, F.A.: The use of knowledge in society. American Economic Review 35, 519–530 (1995).
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Hung, A.A., Plott, C.R.: Information cascades: replication and an extension to majority rule and conformity rewarding institutions. American Economic Review 91(5), 1508–1520 (2001).
- King, R.R., Smith, V.L., Williams, A.W., Van Boening, M.: The robustness of bubbles and crashes in experimental stock markets. In: Dai, R.H., Che, P. (eds.) Nonlinear dynamics and evolutionary economics, pp. 183–200, Oxford: Oxford University Press 1993.
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Kyle, A.S.: Continuous auctions and insider trading. Econometrica 53(6), 1315–1335 (1985).
Kyle, A.S.: Informed speculation with imperfect competition. Review of Economic Studies 56, 317–356 (1989).
Lei, V., Noussair, C.N., Plott, C.R.: Non-speculative bubbles in experimental asset markets: lack of common knowledge of rationality vs. actual irrationality. Econometrica 69(4), 831–859 (2001).
Mailath, G.J., Postlewaite, A.: Asymmetric information bargaining problems with many agents. Review of Economic Studies 57, 351–367 (1990).
Noth, M., Weber, M.: Insider detection in experimental asset markets. Magazine for Economical Research 48, 959–982. Noussair, C.N., Plott, C.R., Riezman, R.G.: An experimental investigation of the patterns of international trade. The American Economic Review 85(3), 462–491 (1995).
Oliven, K., Rietz, T.A.: Suckers are born, but markets are made: individual rationality, arbitrage and market efficiency on an electronic futures market. Management Science 50, 336–351 (2004).
Plott, C.R., Gray, P.: The multiple unit double auction. Journal of Economic Behavior and Organization 13, 245–258 (1990).
Plott, C.R., Sunder, S.: Efficiency of experimental security markets with insider information: an application of rational-expectations models. Journal of Political Economy 90(4), 663–698 (1982).
Plott, C.R., Sunder, S.: Rational expectations and the aggregation of diverse information in laboratory security markets. Econometrica 56(5), 1085–1118 (1988).
- Plott, C.R., Turocy III, T.L.: Intertemporal speculation under uncertain future demand: experimental results. In: Albers, W., Guth, W., Hammerstein, P., Moldovanu, B., Van Damme, E. (eds.) Understanding strategic interaction – Essays in honor of Reinhard Selten, pp. 475–493. Berlin Heidelberg New York: Springer 1996.
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Plott, C.R., Wit, J., Yang, W.C.: Parimutuel betting markets as information aggregation devices: experimental results. Economic Theory 22, 311–351 (2003).
- Plott, C.R.: Equilibrium, equilibration, information and multiple markets: from basic science to institutional design. Nobel Symposium on Behavioral and Experimental Economics, Stockholm, Sweden (2001).
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Plott, C.R.: Externalities and corrective policies in experimental markets. Economic Journal 93, 106–127 (1983).
- Plott, C.R.: Markets as information gathering tools. Southern Economic Journal 67(1), 1–15 (2000).
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Porter, D., Smith, V.L.: Futures contracting and dividend uncertainty in experimental asset markets. The Journal of Business 68(4), 509–541 (1995).
Smith, V., Suchanek, G.A., Williams A.W.: Bubbles, crashes and endogenous expectations in experimental spot asset markets. Econometrica 56, 119–151 (1988).
Smith, V.: An experimental study of competitive market behavior. Journal of Political Economy 70, 111–137 (1962).
Sunder, S.: Market for information: experimental evidence. Econometrica 60, 667–695 (1992).
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