Similar Search Results

Macroeconomics of financial speculation

Simsek, Alp - 2021

Persistent link: https://www.econbiz.de/10012430359

A simulated electronic market with speculative behaviour and bubble formation

Cofre, Nicolas; Mosionek-Schweda, Magdalena - In: Finance research letters 67 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10015061428

A classical model of speculative asset price dynamics

Inoua, Sabiou M.; Smith, Vernon L. - 2021

Persistent link: https://www.econbiz.de/10013256956

Leaning against the bubble : Central Bank intervention in Walrasian asset markets

Chang, Chia-ling; Ilomäki, Jukka; Laurila, Hannu - In: Risks : open access journal 9 (2021) 12, pp. 1-12

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The...

Persistent link: https://www.econbiz.de/10012705091