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Price bubbles, gender, and expectations in experimental asset markets

Holt, Charles A.; Porzio, Megan; Song, Michelle Yingze - In: European economic review : EER 100 (2017), pp. 72-94

Persistent link: https://www.econbiz.de/10011919748

Incentives and Adaptive Expectations in a Financial Market with Heterogenous Agents

Wang, Juanxi - 2015

compensation schemes may amplify market fluctuations and create bubbles …

Persistent link: https://www.econbiz.de/10013010701

Double-question survey measures for the analysis of financial bubbles and crashes

Pesaran, M. Hashem; Johnsson, Ida - 2016

This paper proposes a new double-question survey method that elicits information about how individuals.subjective belief valuations are compared and related to their price expectations. An individual respondent is presented with two sets of questions, one that asks about his/her belief regarding...

Persistent link: https://www.econbiz.de/10011586267

Double-question survey measures for the analysis of financial bubbles and crashes

Pesaran, M. Hashem; Johnsson, Ida - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 428-442

Persistent link: https://www.econbiz.de/10012262485

Bubble formation and (in)efficient markets in learning-to-forecast and -optimise experiments

Te, Bao; Hommes, Cars H.; Makarewicz, Tomasz - 2015

, recurring bubbles arise, where the price is 3 times larger than the fundamental value, which were not seen in former experiments. …

Persistent link: https://www.econbiz.de/10011333057

Bubble formation and (in)efficient markets in learning-to-forecast and optimise experiments

Te, Bao; Hommes, Cars H.; Makarewicz, Tomasz - In: The economic journal : the journal of the Royal … 127 (2017) 605, pp. 581-609

Persistent link: https://www.econbiz.de/10011758710

Bubbles, crashes and information contagion in large-group asset market experiments

Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019

". We observe both stable markets and large bubbles for both small and large markets. The data analysis shows no differences … successfully drives prices back towards the fundamental, but we observe very large bubbles in which the news apparently has no …

Persistent link: https://www.econbiz.de/10011979625

To see is to believe : common expectations in experimental asset markets

Cheung, Stephen L.; Hedegaard, Morten; Palan, Stefan - In: European economic review : EER 66 (2014), pp. 84-96

Persistent link: https://www.econbiz.de/10010423086

Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model

Makarewicz, Tomasz - In: Computational economics 50 (2017) 2, pp. 231-279

Persistent link: https://www.econbiz.de/10011762381

Bubbles, crashes and information contagion in large-group asset market experiments

Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - In: Experimental economics : a journal of the Economic … 24 (2021) 2, pp. 414-433

Persistent link: https://www.econbiz.de/10012544355

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