EconPort is a digital library funded by the USA's National Science Foundation. Their glossary takes content from the econterms.org glossary by Peter Meyer and the Sonderforschungsbereich 504 glossary developed at the University of Mannheim. It covers microeconomics, experimental economics and econometrics.
Glossaries of Economic Terms in Experimental Economics
Behavioural Finance brings together a range of resources around the topic of behavioural finance including an introductory paper with an extensive bibliography (updated in August 2008), a brief history of the subject and links to key people, departments and publications in the area. It also features a glossary of terms from adaptive attitudes to the winners curse, that includes brief definitions and links to key papers on individual topics.
Sonderforschungsbereich 504 is an interdisciplinary research group combining economists with social psychologists. This glossary provides well-written short articles in English on the basic concepts of economics and econometrics, as well as the psychology of decision making and social judgement. Covers most of the 'heuristics and biases' causing deviations from rational choice, e.g. availability, representativeness, risk aversion, anchoring-and-adjustment. Also covers behavioural finance, game theory, experimental economics, auction theory; and applications to life-cycle savings decisions. Essays are cross-referenced to entries in the site's bibliography.