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To see is to believe : common expectations in experimental asset markets
Cheung, Stephen L.; Hedegaard, Morten; Palan, Stefan - 2012
is as great as when training is absent. -- asset market experiment ; price bubbles ; common knowledge of rationality …
Persistent link: https://www.econbiz.de/10009631461
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
asset market bubbles occur in all sessions, but global markets had significantly more extreme and longer duration valuation … bubbles. Additionally, subjects at the most suboptimal times-of-day held significantly more asset shares in their portfolios …
Persistent link: https://www.econbiz.de/10011731909
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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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League-table incentives and price bubbles in experimental asset markets
Cheung, Stephen L.; Coleman, Andrew - 2011
indicative of speculation and do not always crash back. -- league tables ; price bubbles ; managed funds markets ; tournament …
Persistent link: https://www.econbiz.de/10009306962
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Mind, body, bubble! : psychological and biophysical dimensions of behavior in experimental asset markets
Butler, David J.; Cheung, Stephen L. - 2018
Asset market bubbles and crashes are a major source of economic instability and inefficiency. Sometimes ascribed to …
Persistent link: https://www.econbiz.de/10011870688
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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The finite sample power of long-horizon predictive tests in models with financial bubbles
Maynard, Alex; Ren, Dongmeng - In: International review of financial analysis 63 (2019), pp. 418-430
Persistent link: https://www.econbiz.de/10012208194
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Stock market bubbles, inflation and investment risk
Kaliva, Kasimir; Koskinen, Lasse - In: International review of financial analysis 17 (2008) 3, pp. 592-603
Persistent link: https://www.econbiz.de/10003764497