The following pages link to Churning Bubbles (Q4274427):
Displaying 22 items.
- Toxic asset bubbles (Q255163) (← links)
- A finite model of riding bubbles (Q306756) (← links)
- Delegated portfolio management, optimal fee contracts, and asset prices (Q308635) (← links)
- A leverage-based model of speculative bubbles (Q406414) (← links)
- A model of regret, investor behavior, and market turbulence (Q893402) (← links)
- Private information and sunspots in sequential asset markets (Q896965) (← links)
- Information aggregation in financial markets with career concerns (Q960245) (← links)
- Price bubbles sans dividend anchors: evidence from laboratory stock markets (Q1017070) (← links)
- Asset pledgeability and endogenously leveraged bubbles (Q1622362) (← links)
- How tournament incentives affect asset markets: a comparison between winner-take-all tournaments and elimination contests (Q1655547) (← links)
- Convex incentives in financial markets: an agent-based analysis (Q1693864) (← links)
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems (Q1703558) (← links)
- Ex ante versus interim rationality and the existence of bubbles (Q1904632) (← links)
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (Q1978590) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Timing games with irrational types: leverage-driven bubbles and crash-contingent claims (Q2099022) (← links)
- Comment on: ``Asset bubbles and talent misallocation'' (Q2168174) (← links)
- Deposit insurance and the coexistence of commercial and shadow banks (Q2191852) (← links)
- (A)symmetric information bubbles: experimental evidence (Q2291440) (← links)
- Bubbly bailout (Q2673168) (← links)
- WHEN THE BUBBLE IS GOING TO BURST … (Q3523531) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
