Pages that link to "Item:Q2291443"
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The following pages link to On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443):
Displaying 9 items.
- On the ingredients for bubble formation: informed traders and communication (Q658633) (← links)
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Bubble measures in experimental asset markets (Q1959128) (← links)
- Sharing idiosyncratic risk even though prices are ``wrong'' (Q2123181) (← links)
- Bubbles, crashes, and endogenous uncertainty in linked asset and product markets (Q2802712) (← links)
- The bubble game: an experimental study of speculation (Q2864825) (← links)
- DO MARKETS PROVE PESSIMISTS RIGHT? (Q4629239) (← links)
- A simple mechanism for financial bubbles: time-varying momentum horizon (Q5234324) (← links)
- Asset prices in a labor search model with confidence shocks (Q6106629) (← links)