Welcome to the home of GIMS, the Graz-Innsbruck Market System!

GIMS is a software for asset market experiments, based on the z-Tree software platform. Feedback - including, but not limited to, suggestions for new functionality - is appreciated and should be directed to Also, if you want me to notify you when a new version becomes available, let me know by mail!


Download the latest version, including full documentation, from Mendeley Data or clone the repository from GitLab or GitHub.

Papers using GIMS

  • Camerer, C. F., Dreber, A., Forsell, E., Ho, T.-H., Huber, J., Johannesson, M., Kirchler, M., Almenberg, J., Altmejd, A., Chan, T., Heikensten, E., Holzmeister, F., Imai, T., Isaksson, S., Nave, G., Pfeiffer, T., Razen, M., Wu, H., 2016. Evaluating replicability of laboratory experiments in economics, Science 351(6280), 1433-1436.
  • Hefti, A., Heinke, S., and Schneider, F., 2016. Mental Capabilities, Trading Styles, and Asset Market Bubbles. Theory and Experiment.
  • Huber, C., Bindra, P. C., Kleinlercher, D., 2019. Design-features of bubble-prone experimental asset markets with a constant FV, Journal of the Economic Science Association 73(2), 419.
  • Marquardt, P., Noussair, C. N., Weber, M., 2019. Rational expectations in an experimental asset market with shocks to market trends, European Economic Review 114, 116–140.