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Rational Speculative Bubbles and Commodities Markets : Application of Duration Dependence Test
Went, Peter - 2011
The presence of rational speculative bubbles in 28 commodities is investigated using the duration dependence test on …
Persistent link: https://www.econbiz.de/10013121177
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Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs
Anderson, Keith P. - 2010
This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT … bubbles, most notably in the Mortgage REITs series. There is also visual evidence of a negative bubble in all three series in … bubbles or indeed taking advantage of such bubbles …
Persistent link: https://www.econbiz.de/10013150782
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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 with speculating investors (who do not collect dividends and trade only for capital gains) and dividend-collecting investors. Moreover, we operate markets at two different...
Persistent link: https://www.econbiz.de/10012836376
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Expectation, Speculation and UK House Pricing Fluctuation
Ceil, Chenoy - 2020
The research aims at understanding the housing price fluctuations to examine what measures can be taken to reduce the housing market volatility and control the persistent boom and bust cycles in the UK housing market. In past research, several models have been developed to measure housing price...
Persistent link: https://www.econbiz.de/10012844017
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Diagnostic bubbles
Bordalo, Pedro; Gennaioli, Nicola; Kwon, Spencer Yongwook; … - In: Journal of financial economics 141 (2021) 3, pp. 1060-1077
Persistent link: https://www.econbiz.de/10012873152
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Speculative Bubbles Dynamics and the Role of Anchoring
Williams, Benjamin - 2020
We investigate the role played by the anchoring-and-adjustment heuristic in the speculative bubbles dynamics. In order … bring the evidence that large speculative bubbles can only occur when fundamental traders highly anchor to stock market … with slowly mean reverting bubbles lasting many years …
Persistent link: https://www.econbiz.de/10012857319
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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 speculating investors (who do not collect dividends and trade only for capital gains) as well as dividend-collecting investors. We find that in markets with only speculating...
Persistent link: https://www.econbiz.de/10012917776
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Probability of Price Crashes, Rational Speculative Bubbles, and the Cross-Section of Stock Returns
Jang, Jeewon - 2018
timing bubbles and crashes of individual stocks. Our findings imply that sophisticated investors may not always trade against … rational speculative bubbles, not entirely from sentiment-driven overpricing …
Persistent link: https://www.econbiz.de/10012931108
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The macroeconomics of financial speculation
Simsek, Alp - In: Annual review of economics 13 (2021), pp. 335-369
Persistent link: https://www.econbiz.de/10012612571
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Learning in speculative bubbles : theory and experiment
Hong, Jieying; Moinas, Sophie; Pouget, Sébastien - In: Journal of economic behavior & organization : JEBO 185 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012600995