Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 4
Number of items: 4
  • de Jong, J. A., Sonnemans, J. H., & Tuinstra, J. (2023, May 11). Raw data from sessions without inventory information [Data set]. Universiteit van Amsterdam. https://doi.org/10.21942/uva.22802909.v1
  • Open Access
    de Jong, J. (2023). Coordination in market and bank run experiments. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    de Jong, J., Sonnemans, J., & Tuinstra, J. (2022). The effect of futures markets on the stability of commodity prices. Journal of Economic Behavior and Organization, 198, 176-211. https://doi.org/10.1016/j.jebo.2022.03.025
  • Open Access
    de Jong, J., Sonnemans, J., & Tuinstra, J. (2022). Using results from Learning to Forecast laboratory experiments to predict the effect of futures markets on spot market stability. In S. Füllbrunn, & E. Haruvy (Eds.), Handbook of Experimental Finance (pp. 250-266). (Research Handbooks in Money and Finance). Edward Elgar Publishing. https://doi.org/10.4337/9781800372337.00027
Page of