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Author: | Bossaerts, P. Plott, C. |
Title: | Basic principles of asset pricing theory: evidence from large-scale experimental financial markets |
Journal: | Review of finance
2004 : VOL. 8:2, p. 135-169 |
Index terms: | Capital asset pricing Finance Financial markets |
Language: | eng |
Abstract: | This article aims to test the central proposition of modern asset pricing theory by conducting two sets of large-scale financial markets experiments. The authors analyze the pricing within the framework of two models (Arrow and Debreus complete-markets model, and Sharpe-Lintner-Mossin Capital asset pricing model, CAPM). |
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