eprintid: 14637 rev_number: 29 eprint_status: archive userid: 600 dir: disk0/00/01/46/37 datestamp: 2009-07-31 13:12:50 lastmod: 2015-07-23 09:36:23 status_changed: 2009-07-31 13:12:49 type: working_paper metadata_visibility: show creators_name: Cipriani, M. creators_name: Guarino, A. creators_id: creators_id: AGUAR93 title: Herding and price convergence in a laboratory financial market ispublished: pub subjects: 12000 subjects: 13200 divisions: F24 keywords: JEL classification: C92, D8, G14 abstract: We study whether herding can arise in a laboratory financial market in which agents trade sequentially. Agents trade an asset whose value is unknown and whose price is efficiently set by a market maker. We show that the presence of a price mechanism destroys the possibility of herding. Most agents follow their private information and prices converge to the fundamental value. This result contrasts with the case of a fixed price, where herding and cascades arise. When the price moves, however, agents may behave as contrarian, i.e., they may trade against the market, something not accounted for by the theory. Finally, we study whether informational cascades arise when trade is costly (e.g, because of a Tobin tax). With trade costs, most subjects rationally decided not to trade and the price was unable to aggregate private information efficiently. date: 2002-12 publisher: ESRC Centre for Economic Learning and Social Evolution official_url: http://else.econ.ucl.ac.uk/newweb/papers.php#2002 vfaculties: VSHS oa_status: green language: eng primo: open primo_central: open_green lyricists_name: Guarino, A lyricists_id: AGUAR93 full_text_status: public series: ELSE Working Papers number: 71 place_of_pub: London, UK citation: Cipriani, M.; Guarino, A.; (2002) Herding and price convergence in a laboratory financial market. (ELSE Working Papers 71). ESRC Centre for Economic Learning and Social Evolution: London, UK. Green open access document_url: https://discovery.ucl.ac.uk/id/eprint/14637/1/14637.pdf