以SSW为基本design的资产泡沫的实验研究文献。不全面，但涵盖了主要的文献，分类不一定准确，有交叉和重合，仅供参考。

1. SSW鼻祖

Smith, V. L., Suchanek, G. L., & Williams, A. W. (1988). Bubbles,crashes, and endogenous expectations in experimental spot asset markets. Econometrica,56(5), 1119-1151.

30年多过去了，这篇文章的深度、广度和水平，仍然让现在许多研究望尘莫及。

2. 已有文献综述

Palan, S. (2013). A review of bubbles and crashes in experimental assetmarkets. Journal of Economic Surveys, 27(3), 570-588.

Noussair, C. N., & Tucker, S. (2013). Experimental research on assetpricing. Journal of Economic Surveys, 27(3), 554-569.

3. 泡沫本质：理性、非理性和Common expectation的讨论

Cheung, S. L., Hedegaard, M., & Palan, S. (2014). To see is tobelieve: Common expectations in experimental asset markets. European EconomicReview, 66, 84-96.

Kirchler, M., Huber, J., & Stoeckl, T. (2012). Thar She Bursts:Reducing Confusion Reduces Bubbles. American Economic Review, 102(2), 865-883.doi: 10.1257/aer.102.2.865

Hommes, C., Sonnemans, J., Tuinstra, J., & Van De Velden, H. (2008).Expectations and bubbles in asset pricing experiments. Journal of EconomicBehavior & Organization, 67(1), 116-133.

Haruvy, Lahav, Y., & Noussair. (2007). Traders' expectations in assetmarkets: Experimental evidence. American Economic Review, 97(5), 1901-1920.

Huber, J., & Kirchler, M. (2012). The impact of instructions andprocedure on reducing confusion and bubbles in experimental asset markets.Experimental Economics, 15(1), 89-105.

Long, J. B., Shleifer, A., Summers, L. H., & Waldmann, R. J. (1990).Positive Feedback Investment Strategies and Destabilizing Rational Speculation.Journal Of Finance, 45(2), 379-395.

4. 市场结构因素的影响

Ackert, Charupat, N., Church, B., & Deaves, R. (2006). Margin, shortselling, and lotteries in experimental asset markets. Southern EconomicJournal, 73(2), 419-436.

Berlemann, M., & Vöpel, H. (2012). Tournament incentives and assetprice bubbles: Evidence from a field experiment. Economics Letters, 115(2),232-235.

Caginalp, Porter, D., & Smith, V. (1998). Initial cash/asset ratioand asset prices: An experimental study. Proceedings of the National Academy ofSciences of the United States of America, 95(2), 756-761

Cheung, & Palan, S. (2012). Two heads are less bubbly than one: Teamdecision-making in an experimental asset market. Experimental Economics, 15(3),373-397.

Deck, C., Porter, D., & Smith, V. (2014). Double Bubbles in AssetsMarkets With Multiple Generations. Journal Of Behavioral Finance, 15(2), 79-88.

James, D., & Isaac, R. M. (2000). Asset markets: How they areaffected by tournament incentives for individuals. American Economic Review,90(4), 995-1004.

Porter, D., & Smith, V. (1995). Futures Contracting and DividendUncertainty in Experimental Asset Markets. Journal Of Business, 68(4), 509-541.

Smith, van Boening, M., & Wellford, C. P. (2000). Dividend timing andbehavior in laboratory asset markets. Economic Theory, 16(3), 567-583.

Williams, A. W. (2008). Price bubbles in large financial asset markets.In C. R. Plott & V. L. Smith (Eds.), Handbook of Experimental EconomicsResults (pp. 242–246): Amsterdam: North Holland.

Palan, S. (2010). Digital options and efficiency in experimental assetmarkets. Journal Of Economic Behavior & Organization, 75(3), 506-522.

Oechssler, J., Schmidt, C., & Schnedler, W. (2011). On theingredients for bubble formation: Informed traders and communication. JournalOf Economic Dynamics & Control, 35(11), 1831-1851.

Noussair, & Tucker, S. (2006). Futures markets and bubble formationin experimental asset markets. Pacific Economic Review, 11(2), 167-184.

Noussair, C., Robin, S., & Ruffieux, B. (2001). Price bubbles inlaboratory asset markets with constant fundamental values. ExperimentalEconomics, 4(1), 87-105.

5. 个体差异因素（heterogeneity）的影响

Eckel, C. C. (2015). "Thar SHE Blows? Gender, Competition, andBubbles in Experimental Asset Markets." The American Economic Review105(2): 906-920

Akiyama, E., Hanaki, N., & Ishikawa, R. (2014). How do experiencedtraders respond to inflows of inexperienced traders? An experimental analysis.Journal of Economic Dynamics and Control, 45, 1-18.

Deck, C., Porter, D., & Smith, V. (2014). Double bubbles in assetsmarkets with multiple generations. Journal of Behavioral Finance, 15(2), 79-88.

Gong, B., Lei, V., & Pan, D. (2013). Before and after: The impact ofa real bubble crash on investors’ trading behavior in the lab. Journal ofEconomic Behavior & Organization, 95, 186-196.

Ackert, & Church, B. K. (2001). The Effects of Subject Pool andDesign Experience on Rationality in Experimental Asset Markets. Journal ofPsychology and Financial Markets, 2(1), 6-28.

Akiyama, E., Hanaki, N., & Ishikawa, R. (2014). How do experiencedtraders respond to inflows of inexperienced traders? An experimental analysis.Journal Of Economic Dynamics & Control, 45, 1-18.

Andrade, E. B., Odean, T., & Lin, S. (2014). Bubbling withExcitement: An Experiment. working paper.

Caginalp, G., Porter, D., & Smith, V. (2000). Momentum andoverreaction in experimental asset markets. International Journal Of IndustrialOrganization, 18(1), 187-204.

Caginalp, G., Porter, D., & Smith, V. (2001). Financial Bubbles:Excess Cash, Momentum, and Incomplete Information. Journal of Psychology andFinancial Markets, 2(2), 80-99

Dufwenberg, M., Lindqvist, T., & Moore, E. (2005). Bubbles andexperience: An experiment. American Economic Review, 95(5), 1731-1737.

Fellner, G., & Maciejovsky, B. (2007). Risk attitude and marketbehavior: Evidence from experimental asset markets. Journal Of EconomicPsychology, 28(3), 338-350. doi: 10.1016/j.joep.2007.01.006

Fiedler, M. (2011). Experience and Confidence in an Internet-Based AssetMarket Experiment. Southern Economic Journal, 78(1), 30-52.

Gong, B., Lei, V., & Pan, D. (2013). Before and after: The impact ofa real bubble crash on investors' trading behavior in the lab. Journal OfEconomic Behavior & Organization, 95, 186-196.

Hargreaves Heap, S. P., & Zizzo, D. J. (2012). Emotions and Chat in aFinancial Markets Experiment. CBESS Discussion Paper 11-11. University of EastAnglia.  

King, R. (1991). Private information acquisition in experimental marketsprone to bubble and crash. Journal Of Financial Research, 14(3), 197-206.

Michailova, J., & Schmidt, U. (2011). Overconfidence and Bubbles inExperimental Asset Markets Kiel Working Paper No. 1729. Kiel Institute for theWorld Economy.  

6. 泡沫控制政策（bubblecontrol policy）

Kleinlercher, D., Huber, J., & Kirchler, M. (2014). The impact ofdifferent incentive schemes on asset prices. European Economic Review, 68,137-150.

Cheung, S. L., & Coleman, A. (2014). Relative performance incentivesand price bubbles in experimental asset markets. Southern Economic Journal,81(2), 345-363.

Haruvy, E., Noussair, C. N., & Powell, O. (2014). The impact of assetrepurchases and issues in an experimental market. Review of Finance, 18(2),681-713.

Lugovskyy, V., Puzzello, D., Tucker, S., & Williams, A. (2014). Asset-holdingscaps and bubbles in experimental asset markets. Journal of Economic Behavior& Organization, 107, 781-797.

Fischbacher, U., Hens, T., & Zeisberger, S. (2013). The impact ofmonetary policy on stock market bubbles and trading behavior: Evidence from thelab. Journal of Economic Dynamics and Control, 37(10), 2104-2122.

Corgnet, B., Kujal, P., & Porter, D. (2013). Reaction to PublicInformation in Markets: How much does Ambiguity Matter?. The EconomicJournal,123(569), 699-737.

Chan, K. S., Lei, V., & Vesely, F. (2013). Differentiated assets: Anexperimental study on bubbles. Economic Inquiry, 51(3), 1731-1749

Corgnet, B., Kujal, P., & Porter, D. (2010). The effect ofreliability, content and timing of public announcements on asset tradingbehavior. Journal Of Economic Behavior & Organization, 76(2), 254-266.

Giusti, G., Jiang, J. H., & Xu, Y. (2014). Interest on Cash,Fundamental Value Process and Bubble Formation on Experimental Asset Markets.Bank of Canada Working Paper 2014-18. Bank of Canada.  

Lugovskyy, V., Puzzello, D., & Tucker, S. (2011). An ExperimentalStudy of Bubble Formation in Asset Markets Using the Tatonnement TradingInstitution. Department of Economics and Finance.