On the ingredients for bubble formation: informed traders and communication

DOI10.1016/j.jedc.2011.05.009zbMath1282.91393OpenAlexW2005959548MaRDI QIDQ658633

Wendelin Schnedler, Jörg Oechssler, Carsten Schmidt

Publication date: 13 January 2012

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.05.009

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Experimental studies (91A90)

Related Items (4)

Comments on: ``The role of information in a continuous double auction: an experiment and learning model ⋮ Information aggregation in experimental asset markets in the presence of a manipulator ⋮ Bubble measures in experimental asset markets ⋮ The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab

Uses Software

• Z-Tree

Cites Work

• The heterogeneous expectations hypothesis: Some evidence from the lab
• Price bubbles sans dividend anchors: evidence from laboratory stock markets
• Information, trade and common knowledge
• Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
• Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
• Continuous Auctions and Insider Trading
• Informed Speculation with Imperfect Competition
• Dividend timing and behavior in laboratory asset markets
• Price bubbles in laboratory asset markets with constant fundamental values

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