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Economic Data, Conventions, and Replication in Laboratory Asset Markets

Data extracted from naturally occurring markets and other economic environments often suffer from problems like data confounds and intercorrelations. We report results from a series of experimental markets that suggest some of the data problems can be overcome by using experimental techniques. We use predetermined (videotaped) draws to replicate results from prior research. This is contrary to the conventional wisdom in the literature, which holds that draws should be "live." Our results suggest that the price and allocation behavior of markets can be replicated using predetermined draws to initiate trading. Furthermore, the primary strength of the experimental method-control-is maintained.