Bubbles, crashes, and endogenous uncertainty in linked asset and product markets
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Publication:2802712
DOI10.1111/IERE.12151zbMATH Open1404.91123OpenAlexW3126131485MaRDI QIDQ2802712FDOQ2802712
Authors: 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
Recommendations
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Cites Work
- The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information
- Trust, reciprocity, and social history
- Asset markets as an equilibrium selection mechanism: Coordination failure, game form auctions, and tacit communication
- Dividend timing and behavior in laboratory asset markets
- Bubble measures in experimental asset markets
- Initial cash/asset ratio and asset prices: An experimental study
Cited In (8)
- On booms that never bust: ambiguity in experimental asset markets with bubbles
- On the ingredients for bubble formation: informed traders and communication
- Goods and Asset Market Interdependence in a Risky World
- Title not available (Why is that?)
- Bubbles and persuasion with uncertainty over market sentiment
- Dividend timing and behavior in laboratory asset markets
- Price bubbles sans dividend anchors: evidence from laboratory stock markets
- Stock market bubbles in the laboratory
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