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Price bubbles and crashes in experimental call markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Van Boening, Mark V.
Williams, Arlington W.
LaMaster, Shawn
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Article provided by Elsevier in its journal Economics Letters .
Volume (Year): 41 (1993)
Issue (Month): 2 ()
Pages: 179-185
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Handle: RePEc:eee:ecolet:v:41:y:1993:i:2:p:179-185Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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"Insider trading and portfolio structure in experimental asset markets with a long-lived asset ,"
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Other versions: Martin Dufwenberg & Tobias Lindqvist & Evan Moore, 2005.
"Bubbles and Experience: An Experiment ,"
American Economic Review ,
American Economic Association, vol. 95(5), pages 1731-1737, December.
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Noussair, C.N. & Powell, O.R., 2008.
"Peaks and Valleys: Experimental Asset Markets With Non-Monotonic Fundamentals ,"
Discussion Paper
2008-49, Tilburg University, Center for Economic Research.
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Charles Noussair & Stephane Robin & Bernard Ruffieux, 2001.
"Price Bubbles in Laboratory Asset Markets with Constant Fundamental Values ,"
Experimental Economics ,
Springer, vol. 4(1), pages 87-105, June.
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Van Norden, S. & Schaller, H., 1996.
"Speculative Behaviour, Regime-Switching and Stock Market Crashes ,"
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Other versions: Dennis Dittrich & Boris Maciejovsky, .
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