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Speculative Overpricing in Asset Markets with Information Flows

Citations

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Cited by:

  1. Thomas Stöckl, 2013. "Price efficiency and trading behavior in limit order markets with competing insiders," Working Papers 2013-11, Faculty of Economics and Statistics, Universität Innsbruck.
  2. Marco Ottaviani & Peter Norman Sørensen, 2015. "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal," American Economic Review, American Economic Association, vol. 105(1), pages 1-34, January.
  3. Zinn, Jesse, 2013. "Modelling Biased Judgement with Weighted Updating," MPRA Paper 50310, University Library of Munich, Germany.
  4. Huan Xie & Jipeng Zhang, 2016. "Bubbles and experience: An experiment with a steady inflow of new traders," Southern Economic Journal, John Wiley & Sons, vol. 82(4), pages 1349-1373, April.
  5. Thomas Stöckl, 2014. "Price efficiency and trading behavior in limit order markets with competing insiders," Experimental Economics, Springer;Economic Science Association, vol. 17(2), pages 314-334, June.
  6. Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023. "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, vol. 66(C).
  7. Fong, Wai Mun & Toh, Benjamin, 2014. "Investor sentiment and the MAX effect," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 190-201.
  8. Nisvan Erkal & Lata Gangadharan & Boon Han Koh, 2022. "By chance or by choice? Biased attribution of others’ outcomes when social preferences matter," Experimental Economics, Springer;Economic Science Association, vol. 25(2), pages 413-443, April.
  9. Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.
  10. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
  11. Aktham I. Maghyereh & Basel Awartani, 2025. "The speculative tech bubbles of US artificial intelligence sector," Economics and Business Letters, Oviedo University Press, vol. 14(4), pages 177-192.
  12. repec:grz:wpsses:2014-01 is not listed on IDEAS
  13. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.
  14. Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024. "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, vol. 313(C).
  15. Majid Karimi & Stanko Dimitrov, 2018. "On the Road to Making Science of “Art”: Risk Bias in Market Scoring Rules," Decision Analysis, INFORMS, vol. 15(2), pages 72-89, June.
  16. Remorov, Alexander, 2015. "Dynamic Trading When You May Be Wrong," MPRA Paper 63964, University Library of Munich, Germany, revised 27 Apr 2015.
  17. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2019. "Extreme daily returns and the cross-section of expected returns: Evidence from Brazil," Journal of Business Research, Elsevier, vol. 102(C), pages 201-211.
  18. 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.
  19. Jesse Aaron Zinn, 2015. "Expanding the Weighted Updating Model," Economics Bulletin, AccessEcon, vol. 35(1), pages 182-186.
  20. Zhang, Teng & Li, Jiaqi & Xu, Zhiwei, 2024. "Speculative trading, stock returns and asset pricing anomalies," Emerging Markets Review, Elsevier, vol. 61(C).
  21. Tolhurst, Tor N., "undated". "A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines," 2018 Annual Meeting, August 5-7, Washington, D.C. 274387, Agricultural and Applied Economics Association.
  22. Cofre, Nicolas & Mosionek-Schweda, Magdalena, 2024. "A simulated electronic market with speculative behaviour and bubble formation," Finance Research Letters, Elsevier, vol. 67(PA).
  23. Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers vie1702, University of Vienna, Department of Economics.
  24. Kai Barron, 2021. "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 31-58, March.
  25. 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.
  26. Nicolas Cofre & Magdalena Mosionek-Schweda, 2023. "A simulated electronic market with speculative behaviour and bubble formation," Papers 2311.12247, arXiv.org.
  27. Alizadeh, Amir H. & Thanopoulou, Helen & Yip, Tsz Leung, 2017. "Investors’ behavior and dynamics of ship prices: A heterogeneous agent model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 98-114.
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