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Applied Mathematical Finance
Volumn 1, Issue 2, 1994, Pages 111-128
Stock market bubbles in the laboratory
Author keywords

dynamical systems; experimental economics; financial bubbles; futures contracting; insider trading; rational expectations
Indexed keywords

EID: 84973050707     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869400000008     Document Type: Article
Times cited : (64)
References (2)
  • 1
    • 84972821178 scopus 로고
    • mimeo, University of Pittsburgh, Pittsburgh, PA. Caginalp
    • (), G. and Ermentrout G.B. (), A kinetic thermodynamic approach to the psychology of fluctuations in financial markets, Appl. Math. Lett., 4, 17-19. Idem., (). Numerical studies of differential equations related to theoretical financial markets, Appl. Math.
    • Caginalp, G. and Balenovich, D. (1993), 'Mathematical Models for the Psychology of Oscillations in Financial Markets,” mimeo, University of Pittsburgh, Pittsburgh, PA. Caginalp, G. and Ermentrout, G.B. (1990), A kinetic thermodynamic approach to the psychology of fluctuations in financial markets, Appl. Math. Lett., 4, 17-19. Idem., (1991). Numerical studies of differential equations related to theoretical financial markets, Appl. Math.
    • (1991)
    • Caginalp, G.1    Balenovich, D.2
  • 2
    • 84972881286 scopus 로고    scopus 로고
    • Economic Behavior and Organization, 14, 299-331. King, R.R., Smith, V.L., Williams, A.W. and Van Boening, M. (), The robustness of bubbles and crashes in experimental stock markets, In, I. Prigogine, R.H. Day, and P. Chen (eds): “Nonlinear Dynamics and Evolutionary Economics”, Oxford University Press, Oxford, UK. Lee, C, Scheilfer, A. and Thaler, D. (), Investor sentiment and the closed-end fund puzzle, J. Finance, March, 75-109. Porter, D. and Smith, V.L.,), “Futures Markets, Dividend Certainty and Common Expectations in Asset Markets”, University of Arizona, Tucson. Idem., (), “Futures Contracting and Dividend Uncertainty in Experimental Asset Markets”, Social Science Working Paper, California Institute of Technology. Renshaw, E., (), The crash of October 19 in retrospect, The Market Chronicle, 22, 1. Smith, V.L., Suchanek, G.L. and Williams, A.A. (), Bubbles, crashes, and endogenous expectations in experimental spot asset markets, Econometrica, 56
    • Lett., 4, 35-8. Day, R. and Huang, W. (1990), Bulls, bears and market sheep, J. Economic Behavior and Organization, 14, 299-331. King, R.R., Smith, V.L., Williams, A.W. and Van Boening, M. (1992), The robustness of bubbles and crashes in experimental stock markets, In, I. Prigogine, R.H. Day, and P. Chen (eds): “Nonlinear Dynamics and Evolutionary Economics”, Oxford University Press, Oxford, UK. Lee, C, Scheilfer, A. and Thaler, D. (1991), Investor sentiment and the closed-end fund puzzle, J. Finance, March, 75-109. Porter, D. and Smith, V.L., (1989), “Futures Markets, Dividend Certainty and Common Expectations in Asset Markets”, University of Arizona, Tucson. Idem., (1994), “Futures Contracting and Dividend Uncertainty in Experimental Asset Markets”, Social Science Working Paper, California Institute of Technology. Renshaw, E., (1988), The crash of October 19 in retrospect, The Market Chronicle, 22, 1. Smith, V.L., Suchanek, G.L. and Williams, A.A. (1988), Bubbles, crashes, and endogenous expectations in experimental spot asset markets, Econometrica, 56, 1119-51.
    • Day, R.1    Huang, W.2    sheep, J.3

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