Determinants of trade volume in experimental settings
Keywords
No Thumbnail Available
Authors
Issue Date
2021-08-19
Language
en
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
The determinants of trade volume in asset markets are a much-discussed topic.
The impact of asset prices on trade volume is not as heavily explored in
experimental asset markets as it is in real asset markets. This paper combines
10 studies with a total of 70,161 trades to determine the effects of asset prices
and other experimental parameters on trade volume in experimental settings.
We conclude that there is no positive relationship between experimental asset
prices and trading volume as is there in real asset markets and that there
instead is a negative relationship between asset prices and trading volume in
experimental asset markets.
Description
Citation
Supervisor
Faculty
Faculteit der Managementwetenschappen