Timing games with irrational types: leverage-driven bubbles and crash-contingent claims

DOI10.1515/bejte-2018-0088OpenAlexW2969803805MaRDI QIDQ2099022

Hitoshi Matsushima

Publication date: 22 November 2022

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2018-0088

zbMATH Keywords

uniquenessawareness heterogeneitycrash-contingent claimleverage-driven bubblestiming games with irrational types

Mathematics Subject Classification ID

Applications of game theory (91A80) Derivative securities (option pricing, hedging, etc.) (91G20) Games of timing (91A55)

Related Items (1)

Rational bubbles and middlemen

Cites Work

• Rational cooperation in the finitely repeated prisoners' dilemma
• Reputation and imperfect information
• Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
• Belief Disagreements and Collateral Constraints
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Churning Bubbles
• Bubbles and Crashes
• Asset Bubbles and Overlapping Generations

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