How Much Information is Incorporated in Financial Asset Prices? Experimental Evidence

2018 ◽  
Author(s):  
Lionel Page ◽  
Christoph Siemroth
Keyword(s):  
Experimental Evidence ◽  
Asset Prices ◽  
Financial Asset

scholarly journals Household Balance Sheets and the Recovery

2011 ◽  
pp. 1-6
Author(s):  
Timothy Bianco ◽  
Filippo Occhino
Keyword(s):  
Business Cycles ◽  
Asset Prices ◽  
Balance Sheet ◽  
Financial Asset ◽  
Balance Sheets

Falling home and financial asset prices have combined to weaken the average household’s balance sheet, and this has helped to slow down the current recovery. We examine the role that household balance sheets have typically played in postwar business cycles and assess their importance in explaining why some recoveries, including the current one, have been weaker than others.

scholarly journals Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence

2019 ◽  
Vol 74 (4) ◽  
pp. 1975-2010 ◽  
Author(s):  
EDWARD HALIM ◽  
YOHANES E. RIYANTO ◽  
NILANJAN ROY
Keyword(s):  
Social Networks ◽  
Experimental Evidence ◽  
Information Acquisition ◽  
Asset Prices ◽  
Costly Information

A Competitive Approach to Financial Issues

2014 ◽  
pp. 385-398
Author(s):  
Mustafa Okur ◽  
A. Osman Gurbuz
Keyword(s):  
Financial Markets ◽  
Asset Prices ◽  
Abnormal Returns ◽  
Efficient Market Hypothesis ◽  
Future Research ◽  
Financial Asset ◽  
Efficient Market ◽  
Finance Theory ◽  
Available Information ◽  
Financial Issues

Efficient Market Hypothesis (EMH) is a cornerstone in modern finance theory. Efficient market hypothesis states that it is impossible to make abnormal returns in financial markets because financial asset prices always reflect all available information. This chapter was undertaken in order to give a brief survey of modern finance theory by mainly focusing on the efficient market hypothesis. The authors also discuss the empirical foundations of the efficient market hypothesis. Finally, the main challenges to the efficient market hypothesis are introduced in order to point out a perspective for future research.

scholarly journals Does investor risk perception drive asset prices in markets? Experimental evidence

2019 ◽  
Vol 108 ◽  
pp. 105635 ◽  
Author(s):  
Jürgen Huber ◽  
Stefan Palan ◽  
Stefan Zeisberger
Keyword(s):  
Risk Perception ◽  
Experimental Evidence ◽  
Asset Prices

scholarly journals Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

2010 ◽  
Vol 65 (5) ◽  
pp. 1669-1702 ◽  
Author(s):  
RICHARD C. GREEN ◽  
DAN LI ◽  
NORMAN SCHÜRHOFF
Keyword(s):  
Asset Prices ◽  
Price Discovery ◽  
Financial Asset ◽  
Illiquid Markets
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