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Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Resolving persistent uncertainty by self-organized consensus to mitigate market bubbles

Sornette, Didier; Andraszewicz, Sandra; Murphy, Ryan O.; … - 2016

bubbles in classical asset market experiments. Our setup is more realistic as it offers multiple securities that are … its rationality can be evaluated. Quick consensus emerges early yielding pronounced market bubbles. The overpricing …

Persistent link: https://www.econbiz.de/10011514493

Relative asset price bubbles

Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160

Persistent link: https://www.econbiz.de/10011555672

Optimal macroprudential policy and rational bubbles

Freixas, Xavier; Perez-Reyna, David - In: Journal of financial intermediation 46 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012817923

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

Financial contagion : a tale of three bubbles

Burks, Nathan; Fadahunsi, Adetokunbo; Hibbert, Ann Marie - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-14

The primary purpose of the study is to identify and measure the properties of asset bubbles, volatility clustering, and … particular, we focus on the 2000 DotCom Bubble, the 2008 Housing Crisis, and the 2015 Chinese Bubble. We employ three main … empirical methods; the LPPL model to identify asset bubbles, the DCC-GARCH model to measure volatility clustering, and the …

Persistent link: https://www.econbiz.de/10012587643