On the ingredients for bubble formation: informed traders and communication
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Publication:658633
DOI10.1016/J.JEDC.2011.05.009zbMATH Open1282.91393OpenAlexW2005959548MaRDI QIDQ658633FDOQ658633
Authors: Jörg Oechssler, Carsten Schmidt, Wendelin Schnedler 
Publication date: 13 January 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.05.009
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Cites Work
- Information, trade and common knowledge
- Continuous Auctions and Insider Trading
- Informed Speculation with Imperfect Competition
- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Boys will be boys: Gender, overconfidence, and common stock investment
- Price bubbles sans dividend anchors: evidence from laboratory stock markets
- Dividend timing and behavior in laboratory asset markets
- Price bubbles in laboratory asset markets with constant fundamental values
Cited In (4)
- Information aggregation in experimental asset markets in the presence of a manipulator
- The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab
- Bubble measures in experimental asset markets
- Comments on: ``The role of information in a continuous double auction: an experiment and learning model
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