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Cash Inflows And Bubbles In Asset Markets With Constant Fundamental Values

Citations

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Cited by:

  1. Cabrera, Juan & Gousgounis, Eleni, 2021. "The dynamics of short sales constraints and market quality: An experimental approach," Journal of Financial Markets, Elsevier, vol. 53(C).
  2. Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021. "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 75-88.
  3. Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023. "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, vol. 154(C).
  4. Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
  5. Griffin, John, 2017. "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 21-27.
  6. Tucker, Steven & Xu, Yilong, 2024. "Nonspeculative bubbles revisited," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  7. Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
  8. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
  9. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
  10. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
  11. Holt, Charles A. & Porzio, Megan & Song, Michelle Yingze, 2017. "Price bubbles, gender, and expectations in experimental asset markets," European Economic Review, Elsevier, vol. 100(C), pages 72-94.
  12. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2020. "Incentives For Dishonesty: An Experimental Study With Internal Auditors," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 764-779, April.
  13. repec:osf:socarx:ecj7q_v1 is not listed on IDEAS
  14. Christoph Huber & Parampreet C. Bindra & Daniel Kleinlercher, 2019. "Design-features of bubble-prone experimental asset markets with a constant FV," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 5(2), pages 197-209, December.
  15. repec:grz:wpsses:2017-05 is not listed on IDEAS
  16. Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019. "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, vol. 114(C), pages 116-140.
  17. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "The effect of price magnitude on analysts' forecasts: evidence from the lab," CEE-M Working Papers hal-01954919, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
  18. repec:grz:wpsses:2020-03 is not listed on IDEAS
  19. Marco Lambrecht & Andis Sofianos & Yilong Xu, 2025. "Does Mining Fuel Bubbles? An Experimental Study on Cryptocurrency Markets," Management Science, INFORMS, vol. 71(3), pages 1865-1888, March.
  20. Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020. "Bubbles and Financial Professionals," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2659-2696.
  21. repec:grz:wpsses:2014-03 is not listed on IDEAS
  22. Cueva, Carlos & Rustichini, Aldo, 2015. "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 330-344.
  23. Bulent Guler & Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2021. "Trading Institutions in Experimental Asset Markets: Theory and Evidence," Working Papers in Economics 21/15, University of Waikato.
  24. Kleinlercher, Daniel & Stöckl, Thomas, 2021. "Thou shalt not trade—An analysis of the violations of no-trade predictions in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  25. Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
  26. Anthony Newell & Lionel Page, 2017. "Countercyclical risk aversion and self-reinforcing feedback loops in experimental asset markets," QuBE Working Papers 050, QUT Business School.
  27. Fink, Josef & Palan, Stefan & Theissen, Erik, 2024. "Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(6), pages 2799-2837, September.
  28. Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023. "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, vol. 66(C).
  29. Jacob-Leal, Sandrine & Hanaki, Nobuyuki, 2024. "Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 112(C).
  30. Huber, Jürgen & Palan, Stefan & Zeisberger, Stefan, 2019. "Does investor risk perception drive asset prices in markets? Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 108(C).
  31. Te Bao & Edward Halim & Charles N. Noussair & Yohanes E. Riyanto, 2021. "Correction: Managerial incentives and stock price dynamics: an experimental approach," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 649-649, June.
  32. Daniel Kleinlercher & Thomas Stöckl, 2018. "On the provision of incentives in finance experiments," Experimental Economics, Springer;Economic Science Association, vol. 21(1), pages 154-179, March.
  33. Schmitt, Noemi & Westerhoff, Frank, 2016. "Stock market participation and endogenous boom-bust dynamics," Economics Letters, Elsevier, vol. 148(C), pages 72-75.
  34. Sergio Luis Náñez Alonso & Javier Jorge-Vázquez & Miguel Ángel Echarte Fernández & David Sanz-Bas, 2024. "Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
  35. Angerer, Martin & Szymczak, Wiebke, 2019. "The impact of endogenous and exogenous cash inflows in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 216-238.
  36. Bousselmi, Wael & Sentis, Patrick & Willinger, Marc, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 90-113.
  37. Palan, Stefan & Stöckl, Thomas, 2017. "When chasing the offender hurts the victim: The case of insider legislation," Journal of Financial Markets, Elsevier, vol. 35(C), pages 104-129.
  38. Stefan Palan & Jürgen Huber & Larissa Senninger, 2020. "Aggregation mechanisms for crowd predictions," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 788-814, September.
  39. Shinichi Hirota & Takao Kusakawa & Tatsuyoshi Saijo & Yasuhiko Tanigawa, 2024. "Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets," Pacific Economic Review, Wiley Blackwell, vol. 29(3), pages 354-396, August.
  40. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.
  41. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01, Fordham University, Department of Economics.
  42. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
  43. repec:grz:wpsses:2021-03 is not listed on IDEAS
  44. Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
  45. repec:grz:wpsses:2019-01 is not listed on IDEAS
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