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Speculation and Price Indeterminacy in Financial Markets : An Experimental Study
Hirota, Shinichi - 2020
To explore how speculative trading influences prices in financial markets, we conduct a laboratory market experiment …
Persistent link: https://www.econbiz.de/10012836376
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Asset Price Volatility and Investment Horizons : An Experimental Investigation
Anufriev, Mikhail - 2020
We study the effects of the investment horizon on asset price volatility using a Learning to Forecast experiment. We … fundamental values for the duration of the experiment …
Persistent link: https://www.econbiz.de/10012825408
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Speculation and Price Indeterminacy in Financial Markets : An Experimental Study
Hirota, Shinichi - 2018
To explore how speculative trading influences prices in financial markets we conduct a laboratory market experiment with …
Persistent link: https://www.econbiz.de/10012917776
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Intergenerational complementarities in education and the relationship between growth and volatility
Palybos, Theodōros (contributor);  … - 2009
We construct an overlapping generations model in which parents vote on the tax rate that determines publicly provided education and offspring choose their effort in learning activities. The technology governing the accumulation of human capital allows these decisions to be strategic complements....
Persistent link: https://www.econbiz.de/10003885849
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Intergenerational complementarities in education, endogenous public policy, and the relation between growth and volatility
Palybos, Theodōros; Varvarigos, Dimitrios - In: Journal of public economic theory 15 (2013) 2, pp. 249-272
Persistent link: https://www.econbiz.de/10009759736
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Volatility as a Choice
Dudek, Maciej Konrad - 2013
Human beliefs, while always remaining in equilibrium, serve as a an equilibrium selector and determine the degree of aggregate volatility. Fully rational and risk averse economic agents expect macro-level dynamics to be characterized by a specific degree of volatility. Given this expectation the...
Persistent link: https://www.econbiz.de/10013082991
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Optimism, Volatility and Decision-Making in Stock Markets
Rocciolo, Francesco - 2018
even the simplest, such as expected utility theory, able to describe the behavior of decision-makers within a more …In this paper we introduce a new, analytically tractable model for decision-making under risk in which psychological … characteristics related to the degree of optimism or pessimism of the decision-maker are considered. The model we propose, which is …
Persistent link: https://www.econbiz.de/10012933671
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Spontaneous volatility : fooled by reflexive randomness
Schotanus, Patrick; Schurger, Aaron - In: The journal of behavioral finance : a publication of … 22 (2021) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10012514173
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Optimism, volatility and decision-making in stock markets
Rocciolo, Francesco; Gheno, Andrea; Brooks, Chris - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208885