2Porter, David P. , Vernon L. Smith, 1995, " Futures Contracting and Dividend Uncertainty in Experimental Asset Markets", Journal of Business, Vol 68,NO 4.
3Smith, Vernon L., Gerry L. Suchanek, Arlington W. Williams, 1988," Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets", Econometrica, Vol 56, NO 5.
4Ackert, Lucy F., Bryan K. Church,2001, "The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets", Journal of Psychology and Financial Markets, Vol 2, NO 1.
5Fischbacher,1999, "z-Tree - Zurich Toolbox for Readymade Economic Experiments - Experimenter's Manual", Working Paper Nr. 21,Institute for Empirical Research in Economics, University of Zurich.
6Forsythe, Palfrey, and Plott, 1982, "Asset Valuation in an Experimental Market" , Econometrica, Vol 50 NO 3.
7Odean, Terrance, 1999, "Do Investors Trade Too Much?", American Economic Review, Vol 89, NOS.
8Lel, V., Noussair, and Plott,2001 " Nonspeculadve Bubbles in Experimental Asset Markets" , Econometrica, Vol 69,NO 4.
9Peterson, Steven P., 1993, "Forecasting Dynamics and Convergence to Market Fundamentals: Evidence from Experimental Asset Markets",Journal of Economic Behavior and Organization, Vol 22, NO3.
