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Recreating the South Sea bubble : lessons from an experiment in financial history
Giusti, Giovanni; Noussair, Charles; Voth, Hans-Joachim - 2014
Major bubble episodes are rare events. In this paper, we examine what factors might cause some asset price bubbles to …
Persistent link: https://www.econbiz.de/10010359796
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Riding the bubble or taken for a ride? : investors in the British bicycle mania
Quinn, William; Turner, John D. - 2021
Clientele-based theories explaining asset price bubbles are often difficult to test because the identities of investors …
Persistent link: https://www.econbiz.de/10012656998
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Newton's Financial Misadventures in the South Sea Bubble
Odlyzko, Andrew - 2018
directions and perspectives on bubbles …
Persistent link: https://www.econbiz.de/10012932159
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Signaling Asset Price Bubbles with Time-Series Methods
Taipalus, Katja - 2012
This paper provides an early warning indicator for bubbles in financial markets. The indicator is based on traditional … consensus bubbles and gives warning signals well ahead of the crash, in most cases as early as 12 months ahead. The indicator … also signals most of the 'negative bubbles' before their turning points …
Persistent link: https://www.econbiz.de/10013111338
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Reaching for Yield : How Investors Amplify Housing Booms and Busts
Korevaar, Matthijs - 2021
Do investors reach for yield when interest rates are low, and how does this behavior influence house prices? This paper uses the unique setting of 17th-18th century Amsterdam to answer this question, using newly-collected archival data on investment portfolios and the universe of property...
Persistent link: https://www.econbiz.de/10013239621
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Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.; Veld, Daan in't - 2015 - This draft: July 2015
We empirically evaluate a behavioural model with boundedly rational traders who disagree about the persistence of deviations from the fundamental stock price. Fundamentalist traders believe in mean-reversion, while chartists extrapolate trends. Agents gradually switch between the two rules,...
Persistent link: https://www.econbiz.de/10011301214
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Riding the Bubble or Taken for a Ride? Investors in the British Bicycle Mania
Quinn, William; Turner, John D. - 2021
Clientele-based theories explaining asset price bubbles are often difficult to test because the identities of investors …
Persistent link: https://www.econbiz.de/10013322688
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Riding the South Sea Bubble
Temin, Peter; Voth, Hans-Joachim - 2012
This paper presents a case study of a well-informed investor in the South Sea bubble. We argue that Hoare's Bank, a fledgling West End London banker, knew that a bubble was in progress and that it invested knowingly in the bubble; it was profitable to ride the bubble. Using a unique dataset on...
Persistent link: https://www.econbiz.de/10014073923
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Does credit affect stock trading? : evidence from the South Sea Bubble
Braggion, Fabio; Frehen, Rik; Jerphanion, Emiel - 2020
Persistent link: https://www.econbiz.de/10012219022
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Recreating the South Sea Bubble : Lessons from an Experiment in Financial History
Giusti, Giovanni - 2014
Major bubble episodes are rare events. In this paper, we examine what factors might cause some asset price bubbles to …
Persistent link: https://www.econbiz.de/10013056391