Asset Market Experiments, 1986-1990
- Friedman, Daniel (University of California-Santa Cruz)
- Copeland, Thomas E. (University of California-Los Angeles)
- Version 1 (Subtitle)
AbstractThese data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
Table of Contents
- DS1: Dataset
- 1037 (Type: ICPSR Study Number)
Copeland, Thomas E., Friedman, Daniel. The market value of information: Some experimental results. Journal of Business.65, (2), 241-266.1992.
Copeland, Thomas E., Friedman, Daniel. Partial revelation of information in experimental asset markets. Journal of Finance.46, (1), 265-295.1991.
- ID: http://www.jstor.org/stable/2328696 (URL)
Copeland, Thomas E., Friedman, Daniel. The effect of sequential information arrival on asset prices: An experimental study. Journal of Finance.42, (3), 763-797.1987.
- ID: http://www.jstor.org/stable/2328387 (URL)
Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15