bubbles. We consider a setting where participants sorted according to their degree of risk aversion trade in experimental … asset markets. We show that risk sorting is able to explain bubbles partially: Markets with the most risk-tolerant traders … exhibit larger bubbles than markets with the most risk averse traders. In our study risk aversion does not correlate with …

forecasts -- to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles. …

This paper examines the crowding-out effect of the sudden onset of COVID-19 on the share price bubbles of over … crowding-out effect on the share price bubbles of over-financialized firms, which can be attributed to its impact on both …

This paper analyzes the impact of asset price bubbles on a firm's standard risk measures, including value-at-risk (VaR …) and conditional value-at-risk (CVaR). Comparing a bubble and non-bubble economy, it is shown that asset price bubbles … for equity capital determination in the present of asset price bubbles, and that scenario analysis which include bursting …

forecasts - to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles …