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Weitzel, Utz; Huber, Christoph; Huber, Jürgen; … - 2018

with bubble-drivers - capital inflows or high initial capital supply - are susceptible to bubbles, but they are …The efficiency of financial markets and their potential to produce bubbles are central topics in academic and … risk attitudes do not explain subject pool differences in bubble formation. …

Persistent link: https://www.econbiz.de/10011879289

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

The bull of Wall Street : experimental analysis of testosterone and asset trading

Nadler, Amos; Jiao, Peiran; Johnson, Cameron J.; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4032-4051

Persistent link: https://www.econbiz.de/10011921474

Experimental finance : introduction to the special issue in the QJF

Meloso, Debrah; Izhakian, Yehuda; Sade, Orly - In: The Quarterly Journal of Finance : QJF 14 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015050160

The "inflow-effect": trader inflow and price efficiency

Kirchler, Michael; Bonn, Caroline; Huber, Jürgen; … - In: European economic review : EER 77 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011523364

Momentum and reversal in financial markets with persistent heterogeneity

Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018

This paper investigates whether short-term momentum and long-term reversal may emerge from the wealth reallocation process taking place in speculative markets. We assume that there are two classes of investors who trade long-lived assets by holding constantly rebalanced portfolios based on their...

Persistent link: https://www.econbiz.de/10011790528