Profil

NEUGEBAUER Tibor

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0002-1183-7979
Main Referenced Co-authors
Füllbrunn, Sascha (7)
Angelovski, Andrej (1)
Bao, Te (1)
CABRERA, SUSANA (1)
Carbone, Enrica (1)
Main Referenced Keywords
algorithmic trading (2); arbitrage (2); asset market experiment (2); prospect theory (2); asset market (1);
Main Referenced Disciplines
Finance (52)
General economics & history of economic thought (7)
Quantitative methods in economics & management (1)
International economics (1)
Social economics (1)

Publications (total 64)

The most downloaded
561 downloads
Neugebauer, T., Nekrasova, E., Bao, T., & Riyanto, Y. E. (2022). Algorithmic Trading in Experimental Markets with Human Traders: A Literature Survey. In S. Fullbrunn (Ed.), Handbook of Experimental Finance (pp. 302-322). Edward Elgar. https://hdl.handle.net/10993/48501

The most cited

102 citations (OpenCitations)

Neugebauer, T. (2009). Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments. Journal of Economic Psychology. doi:10.1016/j.joep.2008.04.005 https://hdl.handle.net/10993/49288

Neugebauer, T., Shachat, J., & Szymczak, W. (September 2023). A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets. Journal of Banking and Finance, 154, 106814. doi:10.1016/j.jbankfin.2023.106814
Peer Reviewed verified by ORBi

Neugebauer, T. (February 2023). Arbitrage bots in experimental asset markets. Journal of Economic Behavior and Organization, 206, 262-278. doi:10.1016/j.jebo.2022.12.004
Peer Reviewed verified by ORBi

Neugebauer, T., Nekrasova, E., Bao, T., & Riyanto, Y. E. (2022). Algorithmic Trading in Experimental Markets with Human Traders: A Literature Survey. In S. Fullbrunn (Ed.), Handbook of Experimental Finance (pp. 302-322). Edward Elgar.
Peer reviewed

Neugebauer, T., & Füllbrunn, S. (August 2022). Testing market regulations in experimental asset markets –The case of margin purchases. Journal of Economic Behavior and Organization, 200, 1160-1183. doi:10.1016/j.jebo.2020.09.022
Peer reviewed

Neugebauer, T., Carbone, E., & D. Hey, J. (2021). An Experimental Comparison of Two Exchange Economies: Long-Lived Asset Versus Short-Lived Asset. Management Science, 67 (11), 6629-7289. doi:10.1287/mnsc.2020.3855
Peer reviewed

Neugebauer, T., & Mitzkewitz. (November 2020). Can intermediaries assure contracts? Experimental evidence. Games and Economic Behavior, 124, 354-368. doi:10.1016/j.geb.2020.08.004
Peer reviewed

Neugebauer, T., Füllbrunn, S., & Nicklisch, A. (2020). Underpricing of initial public offerings in experimental asset markets. Experimental Economics, 23(4) (1002-1029). doi:10.1007/s10683-019-09638-7
Peer reviewed

Neugebauer, T., Carlé, T. A., Lahav, Y., & Noussair, C. N. (February 2019). Heterogeneity of Beliefs and Trade in Experimental Asset Markets. Journal of Financial and Quantitative Analysis, 54(1), 215-245. doi:10.1017/S0022109018000571
Peer Reviewed verified by ORBi

Angelovski, A., Neugebauer, T., & Servatka, M. (2019). RANK-ORDER COMPETITION IN THE VOLUNTARY PROVISION OF IMPURE PUBLIC GOODS. Economic Inquiry, 57 (4), 2163-2183. doi:10.1111/ecin.12797
Peer reviewed

Neugebauer, T., & Reinhard, S. (2019). Experimental Stock Market Dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets. Journal of Economic Behavior and Organization, (157), 209-224. doi:10.1016/j.jebo.2018.04.012
Peer Reviewed verified by ORBi

Neugebauer, T., & GARY, C. (2019). A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets. Journal of Finance, 74(1), 493-529. doi:10.1111/jofi.12736
Peer reviewed

Neugebauer, T. (28 November 2018). Heterogeneity of beliefs in experimental asset markets revisited [Paper presentation]. Seminar.

Neugebauer, T., & Selten, R. (2018). Experimental Stock Market Dynamics: Excess bids, directional learning, and adaptive style investing in a call-auction with multiple multiperiod lived assets. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/35696. doi:10.1016/j.jebo.2018.04.012

Neugebauer, T. (14 March 2018). Algorithmic Trading: An Introduction and Preliminary Experimental Results [Paper presentation]. 3 x 3 FinTech Lecture Series.

Neugebauer, T., & Charness, G. (2018). A test of the Modigliani Miller Invariance Theorem and Arbitrage in Experimental Asset Markets. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/40795.

Neugebauer, T. (2017). Taming Selten's Horse with Impulse Response [Paper presentation]. Workshop in Honor of Reinhard Selten, Poland.

Neugebauer, T., GEORG, S., & SADRIEH, A. (2016). Impulse response dynamics in weakest link games. German Economic Review, 17(3),, 284-297. doi:10.1111/geer.12100
Peer reviewed

Neugebauer, T. (2015). Barcelona GSE Summer Forum Theoretical and experimental macroeconomics [Paper presentation]. Barcelona GSE Summer Forum Theoretical and experimental macroeconomics.

Neugebauer, T. (2015). Quantitative Finance Symposium, Quattro Pole++ [Paper presentation]. Quantitative Finance Symposium.

Neugebauer, T. (2015). Conference on Behavioral Aspects of Macroeconomics and Finance [Paper presentation]. Conference on Behavioral Aspects of Macroeconomics and Finance.

Neugebauer, T. (2015). Jahrestagung des Sozialwissenschftlichen Ausschusses [Paper presentation]. Jahrestagung des Sozialwissenschftlichen Ausschusses.

Neugebauer, T. (2015). Experimental Finance [Paper presentation]. Experimental Finance.

Neugebauer, T. (2015). Economic Design [Paper presentation]. Economic Design.

Neugebauer, T. (2015). LUISS [Paper presentation]. LUISS.

Neugebauer, T. (2015). IMEBESS [Paper presentation]. IMEBESS.

Neugebauer, T. (2015). Taming Selten's Horse with impulse response.

Neugebauer, T. (2015). GfeW.

Neugebauer, T., Croson, R., Fatas, E., & Morales, A. (2015). Excludability: A laboratory study on forced ranking in team production. Journal of Economic Behavior and Organization, 114, 13-26. doi:10.1016/j.jebo.2015.03.005
Peer reviewed

Neugebauer, T. (2015). ASSET [Paper presentation]. ASSET.

Neugebauer, T. (26 June 2014). Uncertainty in Experimental Asset Markets [Paper presentation]. XV Jornadas de Economia Internacional, Salamanca, Spain.

Neugebauer, T., DiCagno, D., Sadrieh, A., & Rodriguez Palermo, C. (2014). Recall Searching with and without Recall. Theory and Decision. doi:10.1007/s11238-014-9444-1
Peer reviewed

Neugebauer, T., Lau, M., & Schmith, U. (2014). Preface of Special issue in Honor of John D. Hey. Theory and Decision. doi:10.1007/s11238-014-9459-7

Neugebauer, T., & Füllbrunn, S. (2013). Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9230.

Füllbrunn, S., & Neugebauer, T. (2013). Limited Liability, Moral Hazard and Risk Taking – A Safety Net Game Experiment. Economic Inquiry, 51(2), 1389-1403. doi:10.1111/j.1465-7295.2012.00464.x
Peer reviewed

Neugebauer, T. (2013). Splitting Leagues: Promotion and Demotion in Contribution-Based Regrouping Experiments. Experimental Economics, 16(3),, 426-441. doi:10.1007/s10683-012-9346-4
Peer reviewed

Neugebauer, T., & Füllbrunn, S. (2013). Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. Theory and Decision, 75(3), 421-447. doi:10.1007/s11238-013-9378-z
Peer reviewed

Neugebauer, T. (2012). The Forecasting Error of Discounted Cash Flow and Relative Valuation in Experimental Security Market [Paper presentation]. International meeting of the Economic Science Association, United States - New York.

Neugebauer, T. (2012). An experimental comparison of security markets: call-auction vs. double-auction [Paper presentation]. Experimental Finance, Luxembourg.

Neugebauer, T. (2012). Forecasting Asset Prices [Paper presentation]. International Meeting on Experimental and Behavioral Economics, Castellon, Spain.

Neugebauer, T. (2012). IPO [Paper presentation]. Western Economic Association, San Francisco, United States - California.

Neugebauer, T. (2012). Forecasting Asset Prices [Paper presentation]. The 3rd LeeX International Conference on Theoretical and Experimental Macroeconomics, Barcelona, Spain.

Neugebauer, T. (2012). Forecasting Asset Prices [Paper presentation]. Jahrestagung des Sozialwissenschaftlichen Ausschusses, Erfurt, Germany.

Neugebauer, T., & Füllbrunn, S. (2012). Limited Liability, Moral Hazard and Risk Taking – A Safety Net Game. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9519.

Neugebauer, T., Fatás, & Croson. (2012). Excludability and Contribution: A Laboratory Study in Team Production. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9343.

Neugebauer, T., LACOMBA, J. A., FATAS, E., & CABRERA, S. (2012). Vertically Splitting a Firm:Promotion and Demotion in a Team Production Experiment. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9348.

Neugebauer, T. (2012). The impact of transaction costs on liquidity in experimental security markets [Paper presentation]. Economic Science Association.

Neugebauer, T., & Traub. (2012). Public Good and Private Good Valuation for Waiting Time Reduction: A Laboratory Study. Social Choice and Welfare, 35-57. doi:10.1007/s00355-011-0544-3
Peer reviewed

Neugebauer, T., & Traub, S. (2011). Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9532.

Neugebauer, T., Lacomba, J.-A., & Lagos, F. (2011). Who makes the Pie Bigger? An Experimental Study on Cooperation. New Zealand Economic Papers, 59-68. doi:10.1080/00779954.2011.556070
Peer Reviewed verified by ORBi

Neugebauer, T., Hey, J. D., & Pasca, C. M. (2010). Georges-Louis Leclerc de Buffon’s ‘Essays on Moral Arithmetic. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9639.

Neugebauer, T., Lacomba, J. A., & Lagos, F. (2010). Who makes the pie bigger? An experimental study on co-opetition. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9640.

Neugebauer, T., & Füllbrunn, S. (2010). Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9608.

Neugebauer, T., Hey, J., & Pasca, C. M. (2010). George Luis Leclerc de Buffon's Essays on Moral Arithmetic. The Selten School of Behavioral Economics, 245-282.
Peer reviewed

Neugebauer, T. (2010). Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9643.

Neugebauer, T. (2009). An experimental analysis of optimal renewable resource management: the fishery. Environmental and Resource Economics. doi:10.1007/s10640-009-9285-5
Peer Reviewed verified by ORBi

Neugebauer, T. (2009). Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments. Journal of Economic Psychology. doi:10.1016/j.joep.2008.04.005
Peer reviewed

Neugebauer, T., Hey, J. D., & Sadrieh, A. (2008). An Experimental Analysis of Optimal Renewable Resource Management:The Fishery. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9693.

Neugebauer, T., Poulsen, A., & Schram, A. (2008). Preference Elicitation in Chicken: An Experimental Study. Journal of Economic Behavior & Organization, 66, 243-250.
Peer reviewed

Neugebauer, T. (2008). Individual Choice from a Convex Lottery Set: Experimental Evidence. Mohammed Abdellaboui and John D Hey (eds), Advances in Decision Making under Risk and Uncertainty, Theory and Decision Library C. Berlin: Springer, 42, 121-135. doi:10.1007/978-3-540-68437-4_8
Peer reviewed

Neugebauer, T. (2007). Bid and price effects of increased competition in the first-price auction: experimental evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9721.

Fatas, E., Tamborero, P., & Neugebauer, T. (2007). How politicians make decisions under risk: a political choice experiment. Journal of Economics, 32 (2), 167-196. doi:10.1007/s00712-007-0264-4
Peer Reviewed verified by ORBi

Neugebauer, T., & Casino, B. (2007). Bioeconomics of Sustainable Harvest of Competing Species: A Comment. Marine Resource Economics [=MRE], 22 (1), 109-113. doi:10.1086/mre.22.1.42629544
Peer reviewed

Neugebauer, T. (2007). Bidding At Sequential First Price Auctions With(Out) Supply Uncertainty: An Experimental Analysis. Journal of Economic Behavior and Organization. doi:10.1016/j.jebo.2005.03.011
Peer reviewed

Neugebauer, T. (2006). Individual behavior of first-price auctions: The importance of information feedback in computerized experimental markets. Games and Economic Behavior. doi:10.1016/j.geb.2005.10.001
Peer reviewed

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