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Riding the bubble or taken for a ride? : investors in the British bicycle mania

Quinn, William; Turner, John D. - 2021

Clientele-based theories explaining asset price bubbles are often difficult to test because the identities of investors …

Persistent link: https://www.econbiz.de/10012656998

A model of financial bubbles and drawdowns with non-local behavioral self-referencing

Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021

We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...

Persistent link: https://www.econbiz.de/10012800780

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

News media sentiment and investor behavior

Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014

reflects very well the financial market crises and pricing bubbles over the past 20 years. …

Persistent link: https://www.econbiz.de/10010427987

Addressing the psychology of financial markets

Tuckett, David - 2009

excitement of potential gain is disconnected from the anxiety of potential consequences; producing groupthink and bubbles. When … potential. Policy implications go well beyond improving regulation and transparency. -- Financial bubbles ; financial crises …

Persistent link: https://www.econbiz.de/10003864484

Addressing the psychology of financial markets

Tuckett, David - 2009

excitement of potential gain is disconnected from anxiety about potential consequences, producing groupthink and bubbles. When …. -- Financial bubbles ; financial crises ; group functioning ; groupthink ; market instability ; financial regulation …

Persistent link: https://www.econbiz.de/10003905008

Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28

Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom …. Even it is astonishing, that the contagion is lower during price bubbles, the main finding indicates the presence of …

Persistent link: https://www.econbiz.de/10011887512