A finite model of riding bubbles
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Publication:306756
DOI10.1016/J.JMATECO.2015.06.009zbMATH Open1368.91155OpenAlexW803529757MaRDI QIDQ306756FDOQ306756
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
Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Bank Runs, Deposit Insurance, and Liquidity
- Sectoral bubbles, misallocation, and endogenous growth
- Churning Bubbles
- Bubbles and Crashes
- Asset Bubbles and Overlapping Generations
- Banking bubbles and financial crises
- Information, trade and common knowledge
- Finite bubbles with short sale constraints and asymmetric information
- A robust model of bubbles with multidimensional uncertainty
- On the Possibility of Speculation under Rational Expectations
- A leverage-based model of speculative bubbles
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
Cited In (5)
- The simplest rational greater-fool bubble model
- Introduction to economic theory of bubbles. II
- Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
- A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
- (A)symmetric information bubbles: experimental evidence
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