Archive for category finance


source: John Duffy Overview of Macroeconomic Experiments This lecture will expose participants to the breadth of macroeconomic topics and questions that have been explored using laboratory methods. The aim of this lecture will be to stimulate thinking about ideas for new projects that build on what has already been done. In addition, participants will […]

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2011 Taipei Workshop on Nonlinear and Complex Systems- Econophysics Modeling and Practice of Financial Market (經濟物理研習營)

  8-11 August 2011 Conference Hall, Yi-Xian Building, National Chengchi University 國立政治大學 逸仙樓 會議廳 歡迎大專院校大三以上學生 、研究生及教研人員報名參加 報名網址: (人數限制:50人 提供大台北以外學校20名學生住宿,報名截止日:100/07/31) 物理學家和經濟學家如何從金融市場數據所呈現的典型,建立基本概念與計算方法? 以及如何作模型分析以瞭解人類活動的模式對金融、政治及各種社會現象造成的影響? Topics General Introduction of Econophysics Agent-Based Models Evolutionary Game Model Risk Measurement Methods Financial Time Series Analysis Major Speakers Shu-Heng Chen(陳樹衡) Sai-Ping Li(李世炳) Johannes Voit Bing-Hong Wang(汪秉宏) Speakers David Saakian Yuo-Hsien Shiau(蕭又新) Ming-Chya Wu(吳明佳)     […]

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實驗課程: 財務 (1) Shyam Sunder

Strategic Financial Decisions Lab (MGT872) 這是 Yale 大學教授 Shyam Sunder 的財務實驗課程 · Help understand dynamic interactions among financial decisions about · Production · Investment · Dividend · Managerial compensation · Corporate governance · Financial reporting · Income management · Capital structure · Insider trading · Issue of equity and debt securities · Initial public offering […]

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A Summary for "Why Experimental Finance?"

By Shyam Sunder, Yale School of Management International Conference on Experiments in Economic Sciences: New Approaches to Solve Real World Problems Okayama, Japan, December 14-15, 2004. 這是耶魯大學管院 Shyam Sunder 的演講投影片, 我閱讀理解後所整理的重點摘要與注釋 (不全然是翻譯)。 1. Why Do We Need More Data from Experimental Markets? Asset markets 中有很多 (交易) 資料, 但是缺乏「預期」(expectations) 的資料, 但這卻是眾多財務理論中重要的假設。另外在實驗中可以在控制的環境中設定 (已知) 的參數 (註: 例如資產報酬風險的大小),以利檢證財務理論。 2. […]

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Asset Valuation in an Experimental Market

Robert Forsythe, Thomas R. Palfrey and Charles R. Plott (1982) "Asset Valuation in an Experimental Market." Econometrica, Vol. 50, No. 3 (May, 1982), pp. 537-567. JSTOR |via CYCU ==original abstract== 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 […]


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