Published Contributions
Title:
Intraday trading patterns in an intelligent autonomous agent-based stock market.
Page(s):
226-245.
Author(s):
Kluger, Brian
McBride, Mark
Year Published:
2011
Publisher:
Journal of Economic Behavior & Organization
Publicly available:
Yes
Title:
Intra-Dealer Integration
Page(s):
507-527
Author(s):
Germain, Laurent
Kluger, Brian
Pungulescu, Crina
Stolin, David
Weaver, Daniel
Year Published:
2010
Publisher:
European Financial Management
Title:
Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem
Page(s):
31-49
Author(s):
Kluger, Brian
Friedman, Dan
Year Published:
2010
Publisher:
Journal of Behavioral Finance
Publicly available:
Yes
Title:
Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles
Page(s):
719-744
Author(s):
Ackert, Lucy
Charaput, Narat
Deaves, Richard
Kluger, Brian
Year Published:
2009
Publisher:
Journal of Financial and Quantitative Analysis
Publicly available:
Yes
Title:
Illustrating the Capital Asset Pricing Model: A Classroom Asset Market
Page(s):
34-51
Author(s):
Adams, Paul
Kluger, Brian
McBride, Mark
Year Published:
2006
Publisher:
Perspectives in Economic Education Research
Publicly available:
Yes
Title:
Are Judgment Errors Reflected in Market Prices and Allocations: Experimental Evidence Based on the Monty Hall Problem
Page(s):
969-997
Author(s):
Kluger, Brian
Wyatt, Steve
Year Published:
2004
Publisher:
The Journal of Finance
Publicly available:
Yes
Title:
Preferencing, Internalization of Order Flow and Tacit Collusion: Evidence from Experiments
Page(s):
449-469
Author(s):
Kluger, Brian
Wyatt, Steve
Year Published:
2002
Publisher:
Journal of Financial and Quantitative Analysis
Publicly available:
Yes
Title:
Constrained Optimal Trade Credit Terms in a Competitive Pricing Model
Page(s):
111-123
Author(s):
Kluger, Brian
Year Published:
2001
Publisher:
Advances in Working Capital Management
Publicly available:
Yes
Title:
Illustrating Concepts of Arbitrage, Risk and Market Efficience: A Classroom Asset Market
Page(s):
102-110
Author(s):
Adams, Paul
Kluger, Brian
Year Published:
1998
Publisher:
Financial Practice and Education
Publicly available:
Yes
Title:
REIT-Based Pure Play Portfolios: The Case of Property Types
Page(s):
581-612
Author(s):
Kluger, Brian
Geltner, David
Year Published:
1998
Publisher:
Real Estate Economics
Publicly available:
Yes
Title:
Using Pure Play Portfolios for Real Estate Investment and Cost of Capital Estimation: A British Example
Page(s):
25-36
Author(s):
Barkham, Richard
Geltner, David
Kluger, Brian
Year Published:
1998
Publisher:
Real Estate Finance
Publicly available:
Yes
Title:
Alternative Liquidity Measures and Stock Returns
Page(s):
19-36
Author(s):
Kluger, Brian
Stephan, Jens
Year Published:
1997
Publisher:
Review of Quantitative Finance and Accounting
Publicly available:
Yes
Title:
Options and Efficiency: Some Experimental Evidence
Page(s):
179-201
Author(s):
Kluger, Brian
Wyatt, Steve
Year Published:
1995
Publisher:
Review of Quantitative Finance and Accounting
Publicly available:
Yes
Title:
Optimal Seller Institution and Seller Distress Costs
Page(s):
207-219
Author(s):
Adams, Paul
Kluger, Brian
Wyatt, Steve
Year Published:
1994
Publisher:
Journal of Housing Economics
Title:
Auditor Change Announcements and Consensus of Investor Expectations
Page(s):
787-202
Author(s):
Hagigi, Moshe
Kluger, Brian
Shields, David
Year Published:
1993
Publisher:
Journal of Business, Finance and Accounting
Publicly available:
Yes
Title:
Incentive Commissions in Residential Real Estate Brokerage
Page(s):
139-158
Author(s):
Geltner, David
Kluger, Brian
Miller, Norman
Year Published:
1992
Publisher:
Journal of Housing Economics
Publicly available:
Yes
Title:
Integrating Auction and Search Markets: The Slow Dutch Auction
Page(s):
239-253
Author(s):
Adams, Paul
Kluger, Brian
Wyatt, Steve
Year Published:
1992
Publisher:
Journal of Real Estate Finance and Economics
Publicly available:
Yes
Title:
An Analysis of Optimal Broker Effort over the Life of a Real Estate Listing Contract
Page(s):
1-24
Author(s):
Geltner, David
Kluger, Brian
Miller, Norman
Year Published:
1991
Publisher:
The AREUEA Journal
Publicly available:
Yes
Title:
Managerial Moral Hazard and Auditor Change
Page(s):
255-272
Author(s):
Kluger, Brian
Shields, David
Year Published:
1991
Publisher:
Critical Perspectives in Accounting
Publicly available:
Yes
Title:
Cost Uncertainty, Participative Budgeting and Overspending: An Agency Perspective
Page(s):
257-270
Author(s):
Hagigi, Moshe
Kluger, Brian
Shields, David
Year Published:
1990
Publisher:
Journal of Accounting and Public Policy
Publicly available:
Yes
Title:
Measuring Residential Real Estate Liquidity
Page(s):
145-149
Author(s):
Kluger, Brian
Miller, Norman
Year Published:
1990
Publisher:
The AREUEA Journal
Publicly available:
Yes
Title:
Auditor Change, Information Quality and Bankruptcy Prediction
Page(s):
275-282
Author(s):
Kluger, Brian
Shields, David
Year Published:
1989
Publisher:
Managerial and Decision Economics
Publicly available:
Yes
Title:
Implication of Quality Standard Regulation for Multiproduct Monopoly Pricing
Page(s):
61-67
Author(s):
Kluger, Brian
Year Published:
1989
Publisher:
Managerial and Decision Economics
Publicly available:
Yes
Title:
Welfare Effects from Nonlinear Taxation of Multiproduct Monopoly
Page(s):
283-285
Author(s):
Kluger, Brian
Year Published:
1988
Publisher:
Managerial and Decision Economics
Publicly available:
Yes
Title:
Assessing Risk and Return of Pension Fund Portfolios by the Telser Safety-First Approach
Page(s):
241-253
Author(s):
Kluger, Brian
Hagigi, Moshe
Year Published:
1987
Publisher:
Journal of Business, Finance and Accounting
Publicly available:
Yes
Title:
Safety First: An Alternative Method of Measuring Performance
Page(s):
34-40
Author(s):
Kluger, Brian
Hagigi, Moshe
Publisher:
Journal of Portfolio Management
Publicly available:
Yes
Research in progress
Title:
Redundant Assets in a Laboratory Financial Market
Status:
On-Going
Research Type:
Scholarly
Title:
Trading Patterns In Ovrlapping Financial Markets
Status:
Writing Results
Title:
Overconfidence, Hindsight Bias and Trading Activity in an Experimental Asset Market
Organization:
Cass University
Location:
London
Year:
2009
Title:
Irrationality and Bubbles: Is it Me or is it You?
Organization:
ESRC and Aston University
Location:
Birmingham, England
Year:
2008
Title:
The Origin of Bubbles in Laboratory Asset Markets
Organization:
Institute for Behavioral Finance at DePaul University
Location:
Chicago, Illinois, USA
Year:
2007
Title:
Overlapping Financial Markets
Organization:
Federal Reserve Bank of Atlanta
Location:
Atlanta, Georgia, USA
Year:
2007
Title:
Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem
Organization:
University of Siena
Location:
Siena, Italy
Year:
2006
Title:
Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem
Organization:
Temple University
Location:
Philadelphia, Pennsylvania, USA
Year:
2006
Title:
Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem
Organization:
Federal Reserve Bank of Atlanta
Location:
Atlanta, Georgia, USA
Year:
2005
Title:
Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem
Organization:
Economic Science Association
Location:
Montreal, Canada
Year:
2005
Title:
Teaching Asset Pricing Theory with Experimental Markets
Organization:
Financial Management Association
Location:
New Orleans, Louisiana
Year:
2004
Title:
Judgment Error and Speculation in Laboratory Asset Markets
Organization:
Cass Business School
Location:
London, England
Year:
2004
Title:
Judgment Error and Speculation in Laboratory Asset Markets
Organization:
Toulouse Business School
Location:
Toulouse, France
Year:
2004
Title:
Redundant Assets in Laboratory Financial Markets
Location:
Pasadena, California
Year:
2004
Title:
Are Judgment Errors Reflected in Market Prices and Allocations: Experimental Evidence Based on the Monty Hall Problem
Organization:
McMaster University
Location:
Hamilton, Canada
Year:
2003
Title:
Redundant Assets in a Laboratory Financial Market
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
2003
Title:
Are Judgment Errors Reflected in Market Prices and Allocations: Experimental Evidence Based on the Monty Hall Problem
Organization:
Financial Management Association
Location:
Dublin, Ireland
Year:
2003
Title:
Are Judgment Errors Reflected in Market Prices and Allocations: Experimental Evidence Based on the Monty Hall Problem
Organization:
Stockholm Institute for Financial Research
Location:
Stockholm, Sweden
Year:
2003
Title:
Quotation and Trading in Fragmented Markets
Organization:
Financial Management Association
Location:
Toronto, Canada
Year:
2001
Title:
Individual Judgment Error and Market Behavior: Three Doors and a Market
Organization:
Groupe ESC Toulouse
Year:
2000
Title:
Illustrating the Capital Asset Pricing Model: A Classroom Asset Market
Organization:
Eastern Finance Association
Location:
Williamsburg, Virginia
Year:
1998
Title:
Illustrating the Capital Asset Pricing Model: A Classroom Asset Market
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
1998
Title:
Estimating the Cost of Capital Using Pure-Play Portfolios
Organization:
Ibbotson Associates
Location:
Chicago, Illinois, USA
Year:
1997
Title:
REIT-Based Pure Play Portfolios: The Case of Property Types
Organization:
American Real Estate and Urban Economics Association
Location:
New Orleans, Louisiana, USA
Year:
1997
Title:
The Short-Term Financial Simulator
Location:
New Orleans, Louisiana, USA
Year:
1996
Title:
A Regression-based Approach to Developing Historical Indices of Commercial Property Returns
Organization:
American Real Estate and Urban Economics Association
Location:
San Francisco, California, USA
Year:
1996
Title:
The Effects of Preferencing on Price Discovery: Evidence from Experiments
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
1996
Title:
A Default Based Model of Trade Credit Terms
Organization:
Western Economic Association
Location:
San Diego, California, USA
Year:
1995
Title:
A Default Based Model of Trade Credit Terms
Location:
St. Louis, Missouri, USA
Year:
1994
Title:
Alternative Liquidity Measures and Stock Returns
Organization:
Western Economic Association
Location:
Vancouver, Canada
Year:
1994
Title:
Optimal Selling Institution and Seller Distress Costs
Organization:
Western Economic Association
Location:
Vancouver, Canada
Year:
1994
Title:
Options and Efficiency: Some Experimental Evidence
Organization:
New York University
Location:
New York, New York, USA
Year:
1993
Title:
Integrating Auction and Search Markets: The Slow Dutch Auction
Organization:
American Real Estate and Urban Economics Association
Location:
New Orleans, Louisiana, USA
Year:
1992
Title:
Optimal Institutions: A Synthesis of One Sided Institutions
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
1991
Title:
Integrating Auction and Search Markets: The Slow Dutch Auction
Organization:
Financial Management Association
Location:
Chicago, Illinois, USA
Year:
1991
Title:
Noise and the Information Aggregation Process
Organization:
Western Economic Association
Location:
Seattle, Washington, USA
Year:
1991
Title:
Implications for Brokerage Under Alternative Brokerage Commissions
Organization:
American Real Estate and Urban Economics Association
Location:
Washington, D.C., USA
Year:
1990
Title:
Noise and the Information Aggregation Process
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
1990
Title:
Options and Efficiency: Some Experimental Evidence
Organization:
Economic Science Association
Location:
Tucson, Arizona, USA
Year:
1989
Title:
On Improving the Measurement of Residential Real Estate Liquidity
Organization:
Financial Management Association
Location:
Boston, Massachusetts, USA
Year:
1989
Title:
Options and Efficiency: Some Experimental Evidence
Organization:
Southwest Finance Association
Location:
New Orleans, Louisiana, USA
Year:
1989
Title:
Options and Efficiency: Some Experimental Evidence
Organization:
Financial Management Association
Location:
New Orleans, Louisiana, USA
Year:
1988
Title:
Auditor Changes, Information Suppression and Bankruptcy Prediction
Location:
Amsterdam, Netherlands
Year:
1988
Title:
Auditor Changes, Information Suppression and Bankruptcy Prediction
Organization:
Claremont McKenna College
Location:
Los Angeles, California, USA
Year:
1987
Title:
Assessing Risk and Return of Pension Fund Portfolios by the Telser Safety-First Approach
Organization:
Southwest Finance Association
Location:
New Orleans, Louisiana, USA
Year:
1986