FAME

Prices and Expectations in Asset Markets – a Field Experiment

Coordinatore	BEN-GURION UNIVERSITY OF THE NEGEV    more  Organization address address: Office of the President - Main Campus city: BEER SHEVA postcode: 84105 contact info Titolo: Ms. Nome: Daphna Cognome: Daphna Tripto Email: send email Telefono: +972 8 6472435 Fax: +972 8 6472930
Nazionalità Coordinatore	Israel [IL]
Totale costo	100˙000 €
EC contributo	100˙000 €
Programma	FP7-PEOPLE Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
Code Call	FP7-PEOPLE-2010-RG
Funding Scheme	MC-IRG
Anno di inizio	2010
Periodo (anno-mese-giorno)	2010-10-01   -   2014-09-30

 Partecipanti

#	participant	country	role	EC contrib. [€]
1	BEN-GURION UNIVERSITY OF THE NEGEV  Organization address address: Office of the President - Main Campus city: BEER SHEVA postcode: 84105 contact info Titolo: Ms. Nome: Daphna Cognome: Daphna Tripto Email: send email Telefono: +972 8 6472435 Fax: +972 8 6472930	IL (BEER SHEVA)	coordinator	100˙000.00

Mappa

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 Obiettivo del progetto (Objective)

'The field of experimental asset markets applies experiments as a research procedure to investigate price patterns in asset markets. Initial research in the field exhibited deviations of prices from fundamental values and presented possible explanations to this phenomenon. One of the advantages of the experimental approach is its ability to elicit traders’ actual beliefs regarding future prices and by that, to model the way traders form their beliefs in asset markets. The purpose of this study is to conduct a field experiment in order to improve the ability of the experimental approach to simulate trade in real asset markets. The experimental design will enable subjects to trade several months, without the recognition that they participate in an experiment. Results, therefore, will be more reliable as an explanation to the field. In addition, the unique experimental design will elicit the beliefs of participants regarding future prices to better understand the way traders in asset markets interpret information and form their beliefs.'