Asset Market Experiments for Traders 
Experience yourself.

Asset Market Experiment

The asset market experiment consists of a sequence of periods. At the beginning of each period, traders are given a fresh supply of securities and cash. Traders may trade some or all securities in electronic markets called jMarkets. The markets remain open for a fixed time span. Trader earnings depend on the liquidating dividends on the securities when they expire, and on the cash balance. The liquidating dividends depend on the drawing of one out of three states.

For detailed information on the experiment and help with trading, click on the link Instructions.  

To participate in Asset Market Experiment, click on Participate. You will be sent to the jMarkets Experiment Site where you can sign up. You will be asked for your email, your name, a phone number, and a password. If you do not have a password for this experiment yet, create your own (and remember it!). Choose a password with 6 to 12 alphanumeric characters and type it in. The server will tell you whether your password is valid. If so, it will provide you with a link to participate in the experiment. If you click on that link, you'll connect to the markets interface jMarkets. Choose Asset Markets. After connection is established, you may not immediately see the markets - that only happens when everybody has connected and the experiment starts. Please be patient. If you accidentally disconnect before markets start, you cannot log back in until markets have started.

Important: to participate remotely, you need Java 1.6,  you can get it by clicking here 

If you have a Mac, you need OS X 10.5 (Tiger); download Java 1.6 from here and change the default Java version to 1.6.

During the experiment you can get online support using:

a) Skype (username: marketexper) 

b) Google Talk (marketexper(at)gmail.com)  

You can check the session dates from experiment calendar. To join future sessions, please write an e-mail to marketexper(at)gmail.com with your sign up name and preferred date to join the session.

  Please fill in Questionnaire 1 and Questionnaire 2 by Thursday (04.06) 7.30pm!

 Participants (Alphabetical Order):

 Pasqual Barbalace: 29466(T) / 41539 / 46961 / 41711
 Dorottya Becker: 26387(T) / 44084 / 46540 / 45737
 Lucia Bellomo: 28766(T) / 44444 / 39791 / 42410
 Alessandro Bonifacio: 29619(T) / 43358 / 41199 / 43480
 Alessio Cardella: 28585(T) / 44038 / 41574 / 43179
 Federico Casati: 27731(T) / 43939 / 44541 / 39704
 Alessandro Casuccio: 28086(T) / 45369 / 45861 / 47802
 Luca Castoldi: 24312(T) / 43664 / 46546 / 35645
 Matteo D'Allesandro: 29236(T) / 44234 / 42673 / 45511
 Raffaele D'Angelo: 28143(T) / 43100 / 43952 / 43820
 Giorgia De Giorgi: 26489(T) / 41136 / 37889 / 39575
 Luigi Dell'Aglio: 28267(T) / 43850 / 45406 / 42963
 Ileana Diaz: 28230(T) / 44168 / 45777 / 42727
 Andrew Dyngosz: 31544(T) / 48890 / 45165 / 41487
 Milos Ercegovic: 29213(T) / 44756 / 45326 / 43118
 Vincenzo Fazio: 26926(T) / 45259 / 47578 / 40735
 Mandy Gatton:26574(T) / 42587 / - / -
 Deena Ghaly: 28459(T) / 44392 / 44249 / 42270
 Adam Hegedus: 29585(T) / 44510 / 45024 / 42225
 Juan Pablo Larsen: 28679(T) / 42912 / 40068 / 39628
 Kuan Ling: 26646(T) / 44019 / 44166 / 45331
 Franco Molteni: 30131(T) / 43857 / 45567 / 43232
 Lorenzo Nissim: 30666(T) / 45248 / 48495 / 45183
 Valentina Origoni: 26908(T) / 44384 / 45257 / 42456
 Valeria Pasto: 28381(T) / 46087 / 45257 / 42613
 Chiara Quaglini: 29987(T) / 43381 / 41504 / 40933
 Davide Ridolfi: 30408(T) / 43548 / 45012 / 43147
 Ankita Shah: 22879(T) / 43699 / 42382 / 43565
 Nicola Spinelli: 23783(T) / 44471 / 45725 / 43362
 Antonio Talone: 29602(T) / 43027 / 43573 / 41659
 Simone Vaccari: 28693(T) / 44246 / 44194 / 39693
 Ilaria Ventimiglia: 28101(T) / 43976 / 40551 / 42727
 
 
Feel free to provide feedback after the experiment. Any comment would be extremely useful.


jMarkets was developed at Caltech's Social Sciences Experimental Lab (SSEL) by Walter Yuan (technical project supervisor), Raj Advani (lead programmer), Peter Bossaerts (scientific supervisor) and William Zame (scientific advisor). jMarkets is the result of a project to develop open-source, Java-based software for large-scale, web-based markets experiments. Financial support is provided by the U.S. National Science Foundation and by grants from the R.G. Jenkins Family and William D. Hacker to Caltech.

The presentation of the experiment  and the structure of this webpage is taken from Debrah Meloso's website. I thank Debrah for introducing jMarkets to me.

We use a customized version of  jMarkets. Our Java programmer Vahit Hanoglu made  required changes in the original version. We acknowledge financial support from Bocconi University and Tilburg CentER Lab. I gratefully thank Inveon team (Sencer Berrak and Yomi Kastro) for technical support and consultancy.

I would also thank my advisors Charles Noussair and Barbara Rindi for our useful discussions and their invaluable comments. Finally, special thanks to my supervisor Carlo Favero for his support...