Leverage and asset prices: an experiment
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- Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
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Citations
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Cited by:
- Sean Crockett, 2013. "Price Dynamics In General Equilibrium Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 421-438, July.
- Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019.
"An experiment on the efficiency of bilateral exchange under incomplete markets,"
Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
- Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018. "An experiment on the efficiency of bilateral exchange under incomplete markets," Working Papers 123, Peruvian Economic Association.
- Bengui, Julien & Phan, Toan, 2018.
"Asset pledgeability and endogenously leveraged bubbles,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 280-314.
- BENGUI, Julien & PHAN, Toan, 2018. "Asset pledgeability and endogenously leveraged bubbles," Cahiers de recherche 2018-04, Universite de Montreal, Departement de sciences economiques.
- Julien Bengui & Toan Phan, 2018. "Asset Pledgeability and Endogenously Leveraged Bubbles," Working Paper 18-11, Federal Reserve Bank of Richmond.
- Julien BENGUI & Toan PHAN, 2018. "Asset Pledgeability and Endogenously Leveraged Bubbles," Cahiers de recherche 07-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Mehmet Benturk & Marshall J. Burak, 2018. "Modelling Haircuts: Evidence from NYSE Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-6.
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More about this item
Keywords
Asset pricing; Financial leverage;JEL classification:
- A10 - General Economics and Teaching - - General Economics - - - General
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EXP-2012-03-21 (Experimental Economics)
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