An experimental test on asset pricing and consumption smoothing

• Main Authors: Ding, Lu, Li, Pengjia, Pang, Jiacheng
• 其他作者: Yohanes Eko Riyanto
• 格式: Final Year Project
• 語言: English
• 出版: 2015
• 主題: DRNTU::Business::Finance::Asset allocation
• 在線閱讀: http://hdl.handle.net/10356/63110
• 機構: 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...