Address for correspondence: Department of Economics, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, U.S.A. E-mail: firstname.lastname@example.org. We thank the College of Letters and Science and the Center for Research on International Economics at University of Wisconsin-Milwaukee for financial support. Laboratory support from the Krannert School of Management at Purdue University for the pilot session is gratefully acknowledged. We thank two anonymous referees, Peter Bossaerts, Ken Chan, John Heywood, Charles Noussair, Steven Tucker, Yong Wang, seminar participants at City University of Hong Kong and the University of Wisconsin-Milwaukee, and participants at the 2003 North American Meeting of the Economic Science Association for helpful comments.
MARKET EFFICIENCY: EVIDENCE FROM A NO-BUBBLE ASSET MARKET EXPERIMENT
Article first published online: 21 APR 2009
© 2009 The Authors. Journal compilation © 2009 Blackwell Publishing Asia Pty Ltd
Pacific Economic Review
Volume 14, Issue 2, pages 246–258, May 2009
How to Cite
Lei, V. and Vesely, F. (2009), MARKET EFFICIENCY: EVIDENCE FROM A NO-BUBBLE ASSET MARKET EXPERIMENT. Pacific Economic Review, 14: 246–258. doi: 10.1111/j.1468-0106.2009.00444.x
- Issue published online: 21 APR 2009
- Article first published online: 21 APR 2009
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