BUBBLES, CRASHES, AND ENDOGENOUS UNCERTAINTY IN LINKED ASSET AND PRODUCT MARKETS*

DOI10.1111/iere.12151zbMath1404.91123OpenAlexW3126131485MaRDI QIDQ2802712

Taylor Jaworski, Erik O. Kimbrough

Publication date: 27 April 2016

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12151

zbMATH Keywords

bubblescrashesproduct marketslinked asset

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Asset markets as an equilibrium selection mechanism: Coordination failure, game form auctions, and tacit communication
• Trust, reciprocity, and social history
• Bubble measures in experimental asset markets
• Initial cash/asset ratio and asset prices: An experimental study
• The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information
• Dividend timing and behavior in laboratory asset markets

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