The chapters reviews the main contributions to the study of asset prices in competitive markets using experiments with human subjects. The equilibrium notions that are studied are presented to the student and then discussed using the specific experimental setup. The notions considered are a simple risk-neutral NPV, Arrow-Debreu equilibrium, Radner equilibrium and the special case of CAPM, and the rational expectations equilibrium. Each is used to motivate experiments with dynamic one-asset markets, static multiple-asset markets, and markets with private information, respectively.