An experimental test on asset pricing and consumption smoothing

• Main Authors: Ding, Lu, Li, Pengjia, Pang, Jiacheng
• Other Authors: Yohanes Eko Riyanto
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Business::Finance::Asset allocation
• Online Access: http://hdl.handle.net/10356/63110
• Institution: Nanyang Technological University

Our research is intended to demonstrate how one could implement consumption-based asset pricing models in the controlled conditions of the laboratory. We wish to inform the literature about which naturally occurring markets are more prone to experience “mis-pricing” in asset markets. We want to unde...