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Who inflates the bubble? : forecasters and traders in experimental asset markets
Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501308
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Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - In: Experimental economics : a journal of the Economic … 24 (2021) 2, pp. 414-433
Persistent link: https://www.econbiz.de/10012544355
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Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019
". We observe both stable markets and large bubbles for both small and large markets. The data analysis shows no differences … successfully drives prices back towards the fundamental, but we observe very large bubbles in which the news apparently has no …
Persistent link: https://www.econbiz.de/10011979625
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A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio; Recchioni, Maria Cristina - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Volatility, valuation ratios, and bubbles : an empirical measure of market sentiment
Gao, Can; Martin, Ian - 2021
We define a sentiment indicator based on option prices, valuation ratios and interest rates. The indicator can be interpreted as a lower bound on the expected growth in fundamentals that a rational investor would have to perceive in order to be happy to hold the market. The lower bound was...
Persistent link: https://www.econbiz.de/10012489383
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Volatility, valuation ratios, and bubbles : an empirical measure of market sentiment
Martin, Ian; Gao, Can - 2019
Persistent link: https://www.econbiz.de/10012041999
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What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble
Chen, Cathy Yi‐Hsuan - 2019
The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard-to-measure fundamentals and investors' illusion for brand new technologies led to overvalued prices. Benefiting from the massive increase in the volume of messages published on social media...
Persistent link: https://www.econbiz.de/10012869173
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Can news-based economic sentiment predict bubbles in precious metal markets?
Maghyereh, Aktham I.; Abdoh, Hussein - In: Financial innovation : FIN 8 (2022), pp. 1-29
This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities … the role of sentiment as a reliable indicator of future bubbles for some metal commodities and found that bubbles were … the price bubbles of precious metals. …
Persistent link: https://www.econbiz.de/10013272710
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Forecasting returns instead of prices exacerbates financial bubbles
Hanaki, Nobuyuki; Hommes, Cars H.; Kopányi, Dávid; … - In: Experimental economics : a journal of the Economic … 26 (2023) 5, pp. 1185-1213
Persistent link: https://www.econbiz.de/10014500549