Determinants of trade volume in experimental settings

dc.contributor.advisorFullbrunn, S.
dc.contributor.authorSilvis, Guido
dc.date.issued2021-08-19
dc.description.abstractThe 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.en_US
dc.embargo.lift10000-01-01
dc.embargo.typePermanent embargoen_US
dc.identifier.urihttps://theses.ubn.ru.nl/handle/123456789/11309
dc.language.isoenen_US
dc.thesis.facultyFaculteit der Managementwetenschappenen_US
dc.thesis.specialisationCorporate Finance & Controlen_US
dc.thesis.studyprogrammeMaster Economicsen_US
dc.thesis.typeMasteren_US
dc.titleDeterminants of trade volume in experimental settingsen_US
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