Papers
3
Total Citations
67
H-Index
3
About
Helena Veiga is a leading experimental economist whose research illuminates the fragility of financial markets. Her work centers on market microstructure, information aggregation, and the mechanics of price manipulation. In a series of influential studies, Veiga designed laboratory experiments to test how markets process information when confronted by a manipulator—a robot trader programmed to buy and sell without fundamental knowledge. Her most cited paper, “Information aggregation in experimental asset markets in the presence of a manipulator” (2010, 37 citations), demonstrates that such an uninformed trader can artificially inflate asset prices and disrupt the market’s ability to aggregate dispersed information. This finding, supported by her earlier work in “Price manipulation in an experimental asset market” (2008, 27 citations), provides critical evidence that even unsophisticated manipulation can undermine market efficiency. Veiga’s contributions are foundational for understanding regulatory challenges in modern finance, offering clear experimental proof that markets are not inherently self-correcting. Her research remains essential reading for students and scholars of behavioral finance, experimental economics, and market design.
Research Focus
Key Achievements
Top Papers
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- 2Price manipulation in an experimental asset market27 citations · 2008
- 3