Coordination on bubbles in large-group asset pricing experiments
DOI10.1016/J.JEDC.2019.05.009zbMath1461.91324OpenAlexW2801308155WikidataQ127863530 ScholiaQ127863530MaRDI QIDQ2291435
Myrna Hennequin, Domenico Massaro, Te Bao, Cars H. Hommes
Publication date: 30 January 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://dare.uva.nl/personal/pure/en/publications/coordination-on-bubbles-in-largegroup-asset-pricing-experiments(e4c86a12-bb12-4945-9645-8b30cfb5d2c4).html
Interest rates, asset pricing, etc. (stochastic models) (91G30) Experimental work for problems pertaining to game theory, economics, and finance (91-05)
Related Items (1)
Cites Work
- Unnamed Item
- Individual expectations, limited rationality and aggregate outcomes
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Expectationally driven market volatility: An experimental study
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Expectations and learning under alternative monetary regimes: An experimental approach
- Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
- Bubble measures in experimental asset markets
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Group size, coordination, and the effectiveness of punishment in the voluntary contributions mechanism: an experimental investigation
- Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence
- A Rational Route to Randomness
- Financial markets as nonlinear adaptive evolutionary systems
- Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *
This page was built for publication: Coordination on bubbles in large-group asset pricing experiments
