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Virtual Experimental Finance Workshop (vEFW): Part III

We invite you all to the virtual Experimental Finance Workshop, Part III. This international workshop takes place via Zoom on January 13th, adjusted to European and US time zones. Participation details:

Meeting ID: 883 4350 2461, Passcode: vEFW13, Link:


In two sessions,  eight speakers – accompanied by discussants – are willing to share and discuss current research using experimental finance methodology. It is a pleasure for us to also welcome Brice Corgnet (EM Lyon Business School) as the keynote.  Please find the schedule and registration information down below.

We are looking forward to seeing you there.

Sascha Füllbrunn (Radboud University) & Ernan Haruvy (McGill University)

Acknowledgements: We want to thank the speakers and discussants for their contribution. Furthermore, Sascha wants to thank the research hotspot Integrated Decision Making for further support.


January 13th, 2020

(add to your calendar here (ics, 55 kB))

Speaker Title Discussant
Session 13.1 CET 15:00 - 17:00, EST 9 am -11 am,
WST 6 am - 8am
The effect of futures markets on the stability of commodity prices Yilong
Six contradicting deviations from rational choice and the impact of experience Julian
Arbitrage bots in experimental asset markets Thomas
Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment Christoph

15 min break

Session 13.2 CET 17:15 - 19:15, EST 11:15 am - 1:15 pm,
WST 8:15 am - 10:15 am
John Ledyard Individual Evolutionary Learning and Continuous Double Auction Eyal
A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets Miloš
Necessary Evidence For A Risk Factor’s Relevance Doron
One dataset, many analysts: Crowd Analysis Projects as a new research paradigm no discussant

15 min break

Keynote 13 CET 19:30-20:30, EST 1:30 pm - 2:30 pm,
WST 10:30 am - 11:30 am
Market efficiency & the cognitive make-up of traders


CET - Central Europan Time - Germany, The Netherlands, Austria, France, Norway,…
EST - Eastern Standard Time - Toronto, New York, Miami,…
WST - Western Standard Time - Vancouver, Los Angeles,…

To organize the virtual meetings, we kindly ask you to register here. There you will also find the link for the zoom meeting.


In each session, we have four 25 min talks including 5-10 minute discussion. In your talk, please keep considering the most relevant (experimental aspects) of the talk, the results and conclusion,  and of course, a short motivation on why your experiment is relevant. Our goal is to critically reflect on your design, whether it fits with the motivation, and whether your way to conduct the analysis is feasible to suggest improvements.

During the presentations, audience members are strongly encouraged to enter their questions as text on the Zoom platform. Questions can pertain to the specific paper being presented in the session (which can be answered by both presenter and discussant) or to a broader question that is related to the topic. A moderator will prioritize these questions and bring them before the panel, with priority given to broader questions that the panel can answer as a whole. The objective is to solidify a list of priorities and understandings or top open new questions to be discussed in the Handbook. The Handbook is intended to introduce cutting edge approaches and open new directions for research, and so questions that lead the panel to address such broader issues will be prioritized. However, all audience questions will be summarized  (with credit appropriately given) and will be shared, with credit, with the panel and workshop attendees to be able to address at any point.

Handbook of Experimental Finance

With the workshop, we also want to bring your attention to the Handbook of Experimental Finance. We aim to organize such a book seeking finance papers using experimental finance methodology. The publication is planned in summer 2022. We are aware of the fact that researchers aim for submitting to top finance journals. However, we want to provide an opportunity to submit such papers that fall under the arguments below. Of course, we will have a referee process.

  • Papers that explore a broader set of problems that cannot be condensed to a contribution soundbite that reviewers and editors can quickly digest.
  • Papers that have a broader agenda that is not suitable to the rigid narrow contribution format of journals.
  • Papers that have a broader overview than the typical journal article.
  • Papers that are methodologically too dense for a journal article.
  • Papers that are cross-disciplinary to where they cannot fit a narrow gap in the literature.
  • Papers that are innovative in terms of methodology that would face resistance.
  • Papers that are too far from the mainstream experimental economics approaches to be deemed acceptable (i.e., MTurk studies; survey studies; studies involving hypothetical scenarios; studies involving deception).
  • Papers that are too close to existing works to be able to articulate a significant difference.
  • Replication papers that replicate existing results.
  • Replication papers that fail to replicate existing results.
  • Review papers; also review papers on special experimental designs which would be uninteresting for a field journal but relevant for the methodology.

We will provide further information after the workshop.