Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
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Publication:1945851
DOI10.1016/J.JET.2012.08.002zbMath1275.91030OpenAlexW2059062631MaRDI QIDQ1945851
Publication date: 17 April 2013
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf857.pdf
Other game-theoretic models (91A40) Financial applications of other theories (91G80) Games of timing (91A55)
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Rational bubbles and middlemen ⋮ A model of regret, investor behavior, and market turbulence ⋮ A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING ⋮ How do experienced traders respond to inflows of inexperienced traders? An experimental analysis ⋮ Timing games with irrational types: leverage-driven bubbles and crash-contingent claims
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