Initial cash/asset ratio and asset prices: An experimental study

DOI10.1073/PNAS.95.2.756MaRDI QIDQ4380451zbMATH OpenOpenAlexWikidataFDO

Authors Gunduz Caginalp, David P. Porter, Vernon L. Smith

Publication date 17 March 1998

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.95.2.756

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Other game-theoretic models (91A40)

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Cites work

• On the Possibility of Speculation under Rational Expectations

Cited in

(15)

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• Asset price dynamics for a two-asset market system
• Bubbles, crashes, and endogenous uncertainty in linked asset and product markets
• The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab
• Asset flow model for a homogeneous group of investors: high-frequency trading limit
• Asset price volatility and price extrema
• Establishing cryptocurrency equilibria through game theory
• Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment
• A dynamical systems approach to cryptocurrency stability
• Stochastic asset flow equations: interdependence of trend and volatility
• Bifurcation analysis of a single-group asset flow model

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