Bubbles, crashes, and endogenous uncertainty in linked asset and product markets

DOI10.1111/IERE.12151MaRDI QIDQ2802712zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bubblescrashesproduct marketslinked asset

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Asset markets as an equilibrium selection mechanism: Coordination failure, game form auctions, and tacit communication
• Bubble measures in experimental asset markets
• Dividend timing and behavior in laboratory asset markets
• Initial cash/asset ratio and asset prices: An experimental study
• The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information
• Trust, reciprocity, and social history

Cited in

(8)

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• Goods and Asset Market Interdependence in a Risky World
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• 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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