Price bubbles sans dividend anchors: evidence from laboratory stock markets

DOI10.1016/j.jedc.2007.01.008zbMath1201.91242OpenAlexW3122488513MaRDI QIDQ1017070

Shinichi Hirota, Shyam Sunder

Publication date: 18 May 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11094/13757

zbMATH Keywords

backward inductionmarket experimentsshort-term investorsstock price bubbles

Mathematics Subject Classification ID

Experimental studies (91A90) Actuarial science and mathematical finance (91G99)

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