Bubble measures in experimental asset markets
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Publication:1959128
DOI10.1007/S10683-010-9241-9zbMath1231.91497OpenAlexW2167116854MaRDI QIDQ1959128
Thomas Stöckl, Michael Kirchler, Juergen Huber
Publication date: 6 October 2010
Published in: Experimental Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10683-010-9241-9
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Actuarial science and mathematical finance (91G99)
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Cites Work
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- On the ingredients for bubble formation: informed traders and communication
- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
- Bubbles and Crashes
- Price bubbles in laboratory asset markets with constant fundamental values
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