Prof. Dr. Tibor Neugebauer
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| Faculty or Centre | Faculty of Law, Economics and Finance | ||||||
| Department | Department of Finance | ||||||
| Postal Address |
Campus Kirchberg, Université du Luxembourg 6, rue Richard Coudenhove-Kalergi L-1359 Luxembourg |
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| Campus Office | F 002 | ||||||
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| Telephone | (+352) 46 66 44 6285 | ||||||
Pr. Tibor Neugebauer (https://orcid.org/0000-0002-1183-7979)
Tibor Neugebauer received his first degree in Economics from University of Bonn in 1994, and a Master of Science in Economics from University of Alicante in 1997. In 2000, he graduated as Doctor of Economics at University of Valencia. The professional qualification venia legendi (Economics) he obtained from University of Hannover in 2006. Following academic positions at York, Kiel, Hannover and stays at Lisbon, Bari, Valencia, and Rome, he joined the University of Luxembourg as Professor of Finance in October 2007.
Tibor Neugebauer is passionate about doing research in Experimental Finance and Economics. In his research he uses laboratory data to study human behaviour in markets and social dilemmas and decision making under risk and uncertainty. He designs experiments to test the predictions of theoretical economics and finance and to study human behaviour in complex environments for which no theoretical solution exists.
He has conducted extensive research on the impact of institutional, informational, and economic incentive structures on human beliefs, learning, strategic interaction, and market outcomes. More recently, his scientific activity has focused on the interaction between algorithms and human subjects in asset markets.
Last updated on: Thursday, 13 January 2022
Last updated on: 20 Feb 2023
In press
A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets; ;
in Journal of Banking and Finance (in press)
2023
Arbitrage bots in experimental asset marketsin Journal of Economic Behavior and Organization (2023), 206
2022
Testing market regulations in experimental asset markets –The case of margin purchases;
in Journal of Economic Behavior and Organization (2022), 200
Algorithmic Trading in Experimental Markets with Human Traders: A Literature Survey; ; ;
in Fullbrunn, Sascha (Ed.) Handbook of Experimental Finance (2022)
2021
An Experimental Comparison of Two Exchange Economies: Long-Lived Asset Versus Short-Lived Asset; ;
in Management Science (2021), 67(11), 6629-7289-
2020
Underpricing of initial public offerings in experimental asset markets; ;
in Experimental Economics (2020), 23(4)(1002-1029),
Can intermediaries assure contracts? Experimental evidence;
in Games and Economic Behavior (2020), 124
2019
RANK-ORDER COMPETITION IN THE VOLUNTARY PROVISION OF IMPURE PUBLIC GOODS; ;
in Economic Inquiry (2019), 57(4), 2163-2183
Heterogeneity of Beliefs and Trade in Experimental Asset Markets; ; ;
in Journal of Financial and Quantitative Analysis (2019), 54(1)
A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets;
in Journal of Finance (2019), 74(1)
Experimental Stock Market Dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets;
in Journal of Economic Behavior and Organization (2019), (157), 209-224
2018
Heterogeneity of beliefs in experimental asset markets revisitedScientific Conference (2018, November 28)
Algorithmic Trading: An Introduction and Preliminary Experimental ResultsScientific Conference (2018, March 14)
A test of the Modigliani Miller Invariance Theorem and Arbitrage in Experimental Asset Markets;
E-print/Working paper (2018)
2017
2016
2015
Excludability: A laboratory study on forced ranking in team production; ; ;
in Journal of Economic Behavior and Organization (2015), 114
2014
2013
Limited Liability, Moral Hazard and Risk Taking – A Safety Net Game Experiment;
in Economic Inquiry (2013), 51(2)
Splitting Leagues: Promotion and Demotion in Contribution-Based Regrouping Experimentsin Experimental Economics (2013), 16(3),
Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game;
E-print/Working paper (2013)
Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game;
in Theory and Decision (2013), 75(3)
2012
The impact of transaction costs on liquidity in experimental security marketsScientific Conference (2012)
An experimental comparison of security markets: call-auction vs. double-auctionScientific Conference (2012)
The Forecasting Error of Discounted Cash Flow and Relative Valuation in Experimental Security MarketScientific Conference (2012)
Excludability and Contribution: A Laboratory Study in Team Production; ;
E-print/Working paper (2012)
Vertically Splitting a Firm:Promotion and Demotion in a Team Production Experiment; ; ;
E-print/Working paper (2012)
Public Good and Private Good Valuation for Waiting Time Reduction: A Laboratory Study;
in Social Choice and Welfare (2012)
2011
Who makes the Pie Bigger? An Experimental Study on Cooperation; ;
in New Zealand Economic Papers (2011)
Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study;
E-print/Working paper (2011)
2010
Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental EvidenceE-print/Working paper (2010)
Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment;
E-print/Working paper (2010)
George Luis Leclerc de Buffon's Essays on Moral Arithmetic; ;
in The Selten School of Behavioral Economics (2010)
2009
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experimentsin Journal of Economic Psychology (2009)
An experimental analysis of optimal renewable resource management: the fisheryin Environmental and Resource Economics (2009)
2008
Individual Choice from a Convex Lottery Set: Experimental Evidencein Mohammed Abdellaboui and John D Hey (eds), Advances in Decision Making under Risk and Uncertainty, Theory and Decision Library C. Berlin: Springer (2008), 42
An Experimental Analysis of Optimal Renewable Resource Management:The Fishery; ;
E-print/Working paper (2008)
Preference Elicitation in Chicken: An Experimental Study; ;
in Journal of Economic Behavior & Organization (2008), 66
2007
How politicians make decisions under risk: a political choice experiment; ;
in Journal of Economics (2007), 32(2), 167-196
Bid and price effects of increased competition in the first-price auction: experimental evidenceE-print/Working paper (2007)
Bidding At Sequential First Price Auctions With(Out) Supply Uncertainty: An Experimental Analysisin Journal of Economic Behavior and Organization (2007)
Bioeconomics of Sustainable Harvest of Competing Species: A Comment;
in Marine Resource Economics [=MRE] (2007), 22(1), 109-113
2006
Individual behavior of first-price auctions: The importance of information feedback in computerized experimental marketsin Games and Economic Behavior (2006)
