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Appendices

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Bubbles and Crashes in Experimental Asset Markets

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 626))

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Abstract

This section explains the origin of the bubble measures reported in Tables 7 through 11 in sect. 4.1.1.

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Notes

  1. 1.

    Ackert et al. (2002) was a working paper preceding Ackert et al. (2006); in the latter, the turnover results were no longer reported.

  2. 2.

    There is a typo in Table 1: The high dividend level (i.e. fundamental value) assigned in session 9 was 130, not 30, as can be seen from the 2005 working paper version of this article.

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Authors and Affiliations

  1. Institute for Banking & Finance, Karl-Franzens-University Graz, Universitätsstraße 15/F2, 8010, Graz, Austria

    Stefan Palan

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  1. Stefan Palan
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Correspondence to Stefan Palan .

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Palan, S. (2009). Appendices. In: Bubbles and Crashes in Experimental Asset Markets. Lecture Notes in Economics and Mathematical Systems, vol 626. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02147-3_6

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  • DOI: https://doi.org/10.1007/978-3-642-02147-3_6

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  • Online ISBN: 978-3-642-02147-3

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