Churning Bubbles
From MaRDI portal
Cited in
(22)- Price bubbles sans dividend anchors: evidence from laboratory stock markets
- Asset pledgeability and endogenously leveraged bubbles
- How tournament incentives affect asset markets: a comparison between winner-take-all tournaments and elimination contests
- Convex incentives in financial markets: an agent-based analysis
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems
- Ex ante versus interim rationality and the existence of bubbles
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Asset price bubbles in markets with transaction costs
- Timing games with irrational types: leverage-driven bubbles and crash-contingent claims
- Comment on: ``Asset bubbles and talent misallocation
- Deposit insurance and the coexistence of commercial and shadow banks
- (A)symmetric information bubbles: experimental evidence
- Toxic asset bubbles
- Bubbly bailout
- A finite model of riding bubbles
- Delegated portfolio management, optimal fee contracts, and asset prices
- WHEN THE BUBBLE IS GOING TO BURST …
- A leverage-based model of speculative bubbles
- Inefficient bubbles and efficient drawdowns in financial markets
- A model of regret, investor behavior, and market turbulence
- Private information and sunspots in sequential asset markets
- Information aggregation in financial markets with career concerns
This page was built for publication: Churning Bubbles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4274427)
