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Before and After : The Impact of a Real Bubble Crash on Investors’ Trading Behavior in the Lab

Gong, Binglin - 2014

We report the results of an experiment designed to study whether or not having experienced booms and crashes in …

Persistent link: https://www.econbiz.de/10013068797

Follow the money : the monetary roots of bubbles and crashes

Corsi, Fulvio; Sornette, Didier - 2011

provide an early warning identification of bubbles. Estimating the FTS-GARCH on well-known historical bubble episodes suggest … the possibility to diagnose in real-time the presence of bubbles in financial time series. Minskian dynamics ; financial … bubbles ; positive feedback ; financial accelerator ; generalized FTS-GARCH …

Persistent link: https://www.econbiz.de/10009561751

The economic costs of US stock mispricing

Menzies, Gordon Douglas; Bird, Ron; Dixon, Peter B.; … - 2010

The USAGE model for the United States is used to quantify economic costs due to stock mispricing, made operational by shocking Tobin’s q. The simulations quantify a potentially large impact even in the most favorable environment, where export demand holds up, and, the dollar is pro-cyclical. A...

Persistent link: https://www.econbiz.de/10009411626

Why did so many people make so many ex post bad decisions? : the causes of the foreclosure crisis

Foote, Christopher L.; Gerardi, Kristopher; Willen, Paul - 2012 - This version: May 2, 2012

. Economists should acknowledge the limits of our understanding of asset price bubbles and design policies accordingly. …

Persistent link: https://www.econbiz.de/10009530746

Zur Finanzmarktkrise : die Rolle der Immobilienbewertung

Arentz, Oliver; Eekhoff, Johann; Wolfgramm, Christine - 2010

Immobilien- und Finanzmärkten untersucht und anhand der Finanzmarktkrisen in Japan Anfang der 1990er Jahre und in den USA in den …

Persistent link: https://www.econbiz.de/10003947954

Why did so many people make so many ex post bad decisions? : the causes of the foreclosure crisis

Foote, Christopher L.; Gerardi, Kristopher; Willen, Paul - 2012

acknowledge the limits of our understanding of asset price bubbles and design policies accordingly. -- financial crisis ; mortgage …

Persistent link: https://www.econbiz.de/10009534179

From boom to bust : how different has microfinance been from traditional banking?

Wagner, Charlotte - 2010

This paper presents an in-depth analysis of developments in the microfinance sector before and after the Lehman Brothers collapse in 2008 by comparing them with developments in traditional banking sectors of emerging market economies and developing countries. The findings indicate that...

Persistent link: https://www.econbiz.de/10008758753

Price Discovery in the Small and in the Large : Momentum and Reversal, Bubbles and Crashes

Kedar-Levy, Haim - 2019

, momentum and reversal patterns emerge, which might escalate to bubbles and crashes. The model features increasing volume but … declining liquidity during positive bubbles, and lowest liquidity after negative bubbles …

Persistent link: https://www.econbiz.de/10012906025

Limitations of stabilizing effects of fundamentalists: facing positive feedback traders

Baumann, Michael; Baumann, Michaela; Erler, Alexander - 2019

bubbles for a certain setup of a feedback trader model. Moreover, similar studies very often face the criticism that chartists … might run out of money before the emergence of bubbles, as these studies typically analyze the role of chartists with …

Persistent link: https://www.econbiz.de/10012118250

Limitations of stabilizing effects of fundamentalists : facing positive feedback traders

Baumann, Michael; Baumann, Michaela; Erler, Alexander - 2019

calculations, they analytically prove that the presence of fundamentalists is not sufficient to avoid asset price bubbles. The …

Persistent link: https://www.econbiz.de/10011963816