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A model of financial bubbles and drawdowns with non-local behavioral self-referencing
Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021
We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...
Persistent link: https://www.econbiz.de/10012800780
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Trading by professional traders: an experiment
Cipriani, Marco; De Filippis, Roberta; Guarino, Antonio; … - 2020
not generate the price bubbles observed in previous studies with student subjects; traders aggregate private information …
Persistent link: https://www.econbiz.de/10012259899
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Learning in speculative bubbles : an experiment
Hong, Jieying; Moinas, Sophie; Pouget, Sébastien - 2018
Persistent link: https://www.econbiz.de/10012267511
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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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The role of the end time in experimental asset markets
Kopányi-Peuker, Anita; Weber, Matthias - 2021
bubbles and similar price dynamics in all treatments (with moderately lower prices in the treatments with a long horizon) …
Persistent link: https://www.econbiz.de/10012609733
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Bubbles and incentives : an experiment on asset markets
Robin, Stéphane; Strážnická, Kateřina; Villeval, … - In: Economic and political studies : EPS 9 (2021) 1, pp. 68-89
Persistent link: https://www.econbiz.de/10012513702
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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
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Trading institutions in experimental asset markets : theory and evidence
Guler, Bulent; Lugovskyy, Volodymyr; Puzzello, Daniela; … - 2021
Persistent link: https://www.econbiz.de/10013269949
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Collective affects and speculative bubbles in financial markets : a spinozist perspective
Bourghelle, David; Rozin, Philippe - In: Rethinking finance in the face of new challenges, (pp. 225-244). 2021
Persistent link: https://www.econbiz.de/10013186888
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The role of the end time in experimental asset markets
Kopányi-Peuker, Anita; Weber, Matthias - 2022
price dynamics with recurring bubbles in all treatments …
Persistent link: https://www.econbiz.de/10013192083