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Traders' Expectations in Asset Markets: Experimental Evidence
- E. Haruvy, Yaron Lahav, C. Noussair
- Economics
- 1 November 2007
We elicit traders' predictions of future price trajectories in repeated experimental markets for a 15-period-lived asset. We find that individuals' beliefs about prices are adaptive, and primarily… Expand
Price Patterns in Experimental Asset Markets with Long Horizon
- Yaron Lahav
- Economics
- 7 March 2011
We investigate the generality of the bubble and crash price pattern observed in previous asset market experiments. The deviation of prices from fundamental values can be explained by either a failure… Expand
Heterogeneity of Beliefs and Trade in Experimental Asset Markets
- T. A. Carlé, Yaron Lahav, T. Neugebauer, C. Noussair
- Economics
- 1 February 2019
We investigate the relationship between traders’ expectations and market outcomes with experimental asset market data. The data show that those who have high price expectations buy more frequently… Expand
The Effective Tax Rate of the Largest US and EU Multinationals
- R. Avi-Yonah, Yaron Lahav
- Business
- 25 October 2011
This paper compares the effective tax rates of the 100 largest US multinationals to the 100 largest EU multinationals for the period 2001-2010, based on financial disclosures. The paper finds that… Expand
The Effect of Induced Mood on Prices in Asset Markets - Experimental Evidence
- Yaron Lahav, Shireen Meer
- Economics
- 3 May 2012
In this paper we study the effect of induced positive mood on price patterns in experimental asset markets. We conduct experimental asset markets where subjects go through a mood induction procedure… Expand
Beliefs and social behavior in a multi-period ultimatum game
- Ofer H. Azar, Yaron Lahav, Alisa Voslinsky
- Psychology, Medicine
- Front. Behav. Neurosci.
- 13 February 2015
We conduct a multi-period ultimatum game in which we elicit players' beliefs. Responders do not predict accurately the amount that will be offered to them, and do not get better in their predictions… Expand
There's No Smoke without Fire: Equity Returns Response to Indictment Filing
- Zvika Afik, Yaron Lahav, Zoya Ochakovski
- Economics
- 24 June 2014
Markets react to new information and it is widely expected that the publication of negative news regarding a firm would negatively affect the returns on its equity. This work employs event study… Expand
A better ‘autopilot’ than Sell-in-May? 40 years in the US market
- Zvika Afik, Yaron Lahav
- Economics
- 12 February 2015
Sell-in-May, known also as the Halloween effect, continues to persist in many parts of the world and to puzzle researchers and practitioners. Prior research found that in a few certain countries,… Expand
The Effect of Induced Mood on Prices in Experimental Asset Markets
- Yaron Lahav, Shireen Meer
- 2009
In this paper we study the effect of induced positive mood on price patterns in experimental asset markets. Smith, Suchanek and Williams (1988) in their seminal paper documented bubbles and crashes… Expand
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Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data
- Zvika Afik, Yaron Lahav
- Economics
- 1 August 2015
We present a dynamic model that expresses how traders use historical price patterns and recent trends and the weights they assign to each information sets when predicting future market behavior. We… Expand
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