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Price Bubbles in Large Financial Asset Markets

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  • Williams, Arlington W.

Abstract

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Suggested Citation

  • Williams, Arlington W., 2008. "Price Bubbles in Large Financial Asset Markets," Handbook of Experimental Economics Results, Elsevier.
  • Handle: RePEc:eee:expchp:1-29
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    Cited by:

    1. Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
    2. Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
    3. Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006. "The origins of bubbles in laboratory asset markets," FRB Atlanta Working Paper 2006-06, Federal Reserve Bank of Atlanta.
    4. Steven Tucker & Shuze Ding & Volodymyr Lugovskyy & Daniela Puzzello & Arlington Williams, 2017. "Cash versus Extra-Credit Incentives in Experimental Asset Markets," Working Papers in Economics 17/21, University of Waikato.

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    JEL classification:

    • C - Mathematical and Quantitative Methods

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