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Recreating the South Sea bubble : lessons from an experiment in financial history

Giusti, Giovanni; Noussair, Charles; Voth, Hans-Joachim - 2014

Major bubble episodes are rare events. In this paper, we examine what factors might cause some asset price bubbles to …

Persistent link: https://www.econbiz.de/10010359796

Does credit affect stock trading? : evidence from the South Sea Bubble

Braggion, Fabio; Frehen, Rik; Jerphanion, Emiel - 2020

Persistent link: https://www.econbiz.de/10012219022

Leverage and beliefs : personal experience and risk taking in margin lending

Koudijs, Peter; Voth, Hans-Joachim - 2014

What determines risk-bearing capacity and the amount of leverage in financial markets? Using unique archival data on collateralized lending, we show that personal experience can affect individual risk-taking and aggregate leverage. When an investor syndicate speculating in Amsterdam in 1772 went...

Persistent link: https://www.econbiz.de/10010359782

Short-covering bubbles

Guimarães, Bernardo; Pannella, Pierluca - In: Journal of economic theory : JET 219 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015070970

A simple mechanism for financial bubbles : time-varying momentum horizon

Lin, Li; Sornette, Didier - 2016

Building on the notion that bubbles are transient self-fulfilling prophecies created by positive feedback mechanisms …

Persistent link: https://www.econbiz.de/10011619422

Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash

Sornette, Didier; Demos, Guilherme; Zhang, Qun; … - 2015

and that started to burst in June 2015. The analysis is based on (i) the economic theory of rational expectation bubbles …

Persistent link: https://www.econbiz.de/10011412033

War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets

Hirshleifer, David; Mai, Dat; Pukthuanthong, Kuntara - National Bureau of Economic Research - 2023

Using a semi-supervised topic model on 7,000,000 New York Times articles spanning 160 years, we test whether topics of media discourse predict future stock and bond market returns to test rational and behavioral hypotheses about market valuation of disaster risk. Focusing on media discourse...

Persistent link: https://www.econbiz.de/10014287305

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Stock bubbles under sudden public crises : a perspective from the excessive financialization of firms

Wang, Jiaxin; Zhu, Zhaowei; Huang, Xiang - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014505928

Bubbles and Crashes in Experimental Asset Markets

Palan, Stefan - 2009

This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets … and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment … "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and …

Persistent link: https://www.econbiz.de/10013522767

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