A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
From MaRDI portal
Publication:6203446
DOI10.1111/iere.12650MaRDI QIDQ6203446
Unnamed Author, Unnamed Author, John R. Conlon
Publication date: 27 March 2024
Published in: International Economic Review (Search for Journal in Brave)
Cites Work
- A finite model of riding bubbles
- A leverage-based model of speculative bubbles
- Finite bubbles with short sale constraints and asymmetric information
- The simplest rational greater-fool bubble model
- Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
- A Robust Model of Bubbles With Multidimensional Uncertainty
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Bubbly Liquidity
- Bubbles and Crashes
- Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
- Asset Bubbles and Overlapping Generations
- Rational bubbles and middlemen
This page was built for publication: A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING