Simple Finite Horizon Bubbles Robust to Higher Order Knowledge

DOI10.1111/J.1468-0262.2004.00516.XMaRDI QIDQ5475036zbMATH OpenOpenAlexFDO

Authors John R. Conlon

Publication date 16 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2004.00516.x

Mathematics Subject Classification ID

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• The simplest rational greater-fool bubble model
• Depth of knowledge and the effect of higher order uncertainty
• Ex ante versus interim rationality and the existence of bubbles
• Speculative bubbles and talent misallocation
• Bubbles and persuasion with uncertainty over market sentiment
• (A)symmetric information bubbles: experimental evidence
• The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
• Asset bubbles and borrowing constraints
• A robust model of bubbles with multidimensional uncertainty
• A finite model of riding bubbles
• A leverage-based model of speculative bubbles
• Rational bubbles and middlemen
• A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
• Martingale defects in the volatility surface and bubble conditions in the underlying
• A simple higher-order rational email-game bubble model
• A model of regret, investor behavior, and market turbulence

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