The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab
From MaRDI portal
Publication:1994143
DOI10.1016/j.jedc.2013.04.004zbMath1402.91447OpenAlexW3125461308MaRDI QIDQ1994143
Stefan Zeisberger, Urs Fischbacher, Thorsten Hens
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2013.04.004
Related Items (3)
Monetary policy and asset price bubbles: a laboratory experiment ⋮ Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research ⋮ The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
Uses Software
Cites Work
- On the ingredients for bubble formation: informed traders and communication
- Bubble measures in experimental asset markets
- An experimental examination of the house money effect in a multi-period setting
- Initial cash/asset ratio and asset prices: An experimental study
- Price bubbles in laboratory asset markets with constant fundamental values
This page was built for publication: The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab