Initial cash/asset ratio and asset prices: An experimental study
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Publication:4380451
DOI10.1073/PNAS.95.2.756zbMATH Open0894.90050OpenAlexW3125720955WikidataQ35744398 ScholiaQ35744398MaRDI QIDQ4380451FDOQ4380451
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
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Cites Work
Cited In (14)
- On booms that never bust: ambiguity in experimental asset markets with bubbles
- Number sense, trading decisions and mispricing: an experiment
- The quotient of normal random variables and application to asset price fat tails
- Sharing idiosyncratic risk even though prices are ``wrong
- Asset price dynamics for a two-asset market system
- Bubbles, crashes, and endogenous uncertainty in linked asset and product markets
- Asset flow model for a homogeneous group of investors: high-frequency trading limit
- The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab
- Asset price volatility and price extrema
- Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment
- Establishing cryptocurrency equilibria through game theory
- 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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