ダン　ケツイチ   Jieyi Duan   段　杰一    所属   追手門学院大学  経済学部 経済学科    職種   講師
言語種別	英語
発行・発表の年月	2026/06/05
形態種別	外国学術誌（First author）
査読	査読あり
標題	An experimental analysis on cross-asset arbitrage opportunity and the law of one price
執筆形態	共著・編著（代表編著を除く）
掲載誌名	Journal of Economic Behavior & Organization
掲載区分	国外
巻・号・頁	248
総ページ数	27
担当区分	筆頭著者
著者・共著者	◎Jieyi Duan, Nobuyuki Hanaki
概要	This study experimentally investigates the impact of the lack of arbitrage opportunities across different assets on the realization of the law of one price. Our experiment is based on the framework established by Charness and Neugebauer (2019) where participants, acting as traders, are involved in transactions with two different types of assets. We observe an increase in the magnitude of price discrepancies and fundamental mispricing when traders are unable to engage in arbitrage across assets.