Centre for Unified Behavioural and Economic Sciences

Selected publications

• Regulating Bubbles Away? Experiment-Based Evidence of Price Limits and Trading Restrictions in Asset Markets with Deterministic and Stochastic Fundamental Values. forthcoming, Journal of Economic Behavior and Organization. (pdf) (with Zhengyang Bao, Andreas Leibbrandt and Carlos Oyarzun)
• Page L & Siemroth C (2021) "How much information is incorporated in financial asset prices? Experimental Evidence" - Review of Financial Studies
• Hu, Jiafei and Yuan, Haishan (2021).Interest arbitrage under capital controls: evidence from reported entrepôt trades. Journal of Banking and Finance, 127 106129, 106129. doi: 10.1016/j.jbankfin.2021.106129
• Guerdjikova, Ani and Quiggin, John (2019).Market selection with differential financial constraints. Econometrica, 87 (5), 1693-1762. doi: 10.3982/ECTA15328
• Page L & Siemroth C (2017) "An Experimental Analysis of Information Acquisition in Prediction Markets.". Games and Economic Behavior, 101, p. 354-378.