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Financial contagion in the laboratory: The cross-market rebalancing channel
15 references·4 citing·37 second hop
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References

  • 2007z-Tree: Zurich toolbox for ready-made economic experiments9,517 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,717 cited
  • 2000Financial Contagion3,419 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,244 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1998Financial Contagion Journal of Political Economy655 cited
  • 2008Leverage Cycles and the Anxious Economy647 cited
  • 2005Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion370 cited
  • 2004Contagion in Emerging Markets: When Wall Street is a Carrier355 cited
  • 2008Herd Behavior and Contagion in Financial Markets159 cited
  • 1990The multiple unit double auction100 cited

Cited by

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2019
Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach
21 cited
  • 2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches20 cited
  • 2015Information mirages and financial contagion in an asset market experiment19 cited
  • 2020Financial Contagion and the Wealth Effect: An Experimental Study15 cited