A finite model of riding bubbles

DOI10.1016/J.JMATECO.2015.06.009MaRDI QIDQ306756zbMATH OpenOpenAlexFDO

Authors Antonio Doblas-Madrid

Publication date 1 September 2016

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2015.06.009

zbMATH Keywords

asymmetric informationbubblesspeculation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• A leverage-based model of speculative bubbles
• A robust model of bubbles with multidimensional uncertainty
• Asset Bubbles and Overlapping Generations
• Bank Runs, Deposit Insurance, and Liquidity
• Banking bubbles and financial crises
• Bubbles and Crashes
• Churning Bubbles
• Finite bubbles with short sale constraints and asymmetric information
• Information, trade and common knowledge
• On the Possibility of Speculation under Rational Expectations
• Sectoral bubbles, misallocation, and endogenous growth
• Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

Cited in

(6)

• (A)symmetric information bubbles: experimental evidence
• A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
• A robust model of bubbles with multidimensional uncertainty
• Introduction to economic theory of bubbles. II
• Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
• The simplest rational greater-fool bubble model

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