Speculative Investor Behavior and Learning

DOI10.2307/2946709zbMath0864.90036OpenAlexW2084440177MaRDI QIDQ5690594

No author found.

Publication date: 7 January 1997

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9d965cd9c7e9761d3e55977ef33a9a9be251f0a4

zbMATH Keywords

pricing of initial public offeringsspeculative premium

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (9)

Asset trading under non-classical ambiguity and heterogeneous beliefs ⋮ Survival in speculative markets ⋮ Portfolio constraints, differences in beliefs and bubbles ⋮ The dynamics of efficient asset trading with heterogeneous beliefs ⋮ Financial leverage and market volatility with diverse beliefs ⋮ Financial Bubbles: A Learning Effect Modelling Approach ⋮ Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty ⋮ Speculative trade under ambiguity ⋮ Existence of an equilibrium for lower semicontinuous information acquisition functions

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