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Asset float and speculative bubbles
Hong, Harrison G.; Scheinkman, José Alexandre; Xiong, Wei - 2005
Persistent link: https://www.econbiz.de/10002857386
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Asset price bubbles : the implications for monetary, regulatory, and international policies
Hunter, William Curt (ed.); Kaufman, George G. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001692173
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A Short Note on the Size of the Dot-Com Bubble
DeLong, J. Bradford - 2006
A surprisingly large amount of commentary today marks the beginning of the dot-com bubble of the late 1990s from either the Netscape Communications initial public offering of 1995 or Alan Greenspan's "irrational exuberance" speech of 1996. We believe that this is wrong: we see little sign that...
Persistent link: https://www.econbiz.de/10012466660
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When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model
Shiryaev, A.N. - 2019
optimal stopping of random price processes that appear to be bubbles. By a bubble we mean the rising price is largely based on …
Persistent link: https://www.econbiz.de/10012905440
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Die Bewertung junger Unternehmen und Behavioral Finance : eine theoretische und experimentelle Untersuchung
Müller, Sarah - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013433112
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On booms that never bust : ambiguity in experimental asset markets with bubbles
Corgnet, Brice; Hernán González, Roberto; Kujal, Praveen - 2018
Persistent link: https://www.econbiz.de/10012030198
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The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos; Jiao, Peiran; Alexander, Veronika; … - 2016
Persistent link: https://www.econbiz.de/10011553705
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Compensation schemes, liquidity provision, and asset prices : an experimental analysis
Baghestanian, Sascha; Gortner, Paul; Massenot, Baptiste - 2015
limited liability investors contribute to asset price bubbles by increasing liquidity provision and that caps fail to tame … bubbles. Overall, giving investors skin in the game fosters financial stability. …
Persistent link: https://www.econbiz.de/10010530580
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Nonspeculative bubbles revisited : speculation does matter
Tucker, Steven James; Xu, Yilong - 2020
Persistent link: https://www.econbiz.de/10012428527
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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