Asset Valuation in an Experimental Market
在稳定的实验环境中研究资产价格的时间路径，发现多次重复后价格收敛到完美预见均衡，并考察了具有信息陷阱的序贯市场和期货市场。
The time path of asset prices is studied within a stationary experimental environment. After several replications prices converge to a perfect foresight equilibrium. A sequential market having an informational trap and a futures market are also studied.