Pages that link to "Item:Q4380451"
From MaRDI portal
The following pages link to Initial cash/asset ratio and asset prices: An experimental study (Q4380451):
Displaying 15 items.
- The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab (Q1994143) (← links)
- Stochastic asset flow equations: interdependence of trend and volatility (Q2069088) (← links)
- Number sense, trading decisions and mispricing: an experiment (Q2115962) (← links)
- Sharing idiosyncratic risk even though prices are ``wrong'' (Q2123181) (← links)
- Establishing cryptocurrency equilibria through game theory (Q2127751) (← links)
- A dynamical systems approach to cryptocurrency stability (Q2127813) (← links)
- The quotient of normal random variables and application to asset price fat tails (Q2150371) (← links)
- Asset price volatility and price extrema (Q2175688) (← links)
- On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
- Bubbles, crashes, and endogenous uncertainty in linked asset and product markets (Q2802712) (← links)
- Bifurcation analysis of a single-group asset flow model (Q2809453) (← links)
- Asset price dynamics for a two-asset market system (Q4627639) (← links)
- An Experimental Test of the Lucas Asset Pricing Model (Q5113190) (← links)
- Asset flow model for a homogeneous group of investors: high-frequency trading limit (Q6067853) (← links)
- Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment (Q6089451) (← links)