SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Expectations and bubbles in asset pricing experiments
16 references·16 citing·35 second hopsampled
Expectations and bubbles in asset pricing experiments (2007)Expectations and bubbles in asset pricing…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceChapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessPitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Experience Does Not Eliminate Bubbles: Experimental Evidence (2020)Experience Does Not Eliminate…Levels of Reasoning in Keynesian Beauty Contests: A Generative Framework (2018)Levels of Reasoning in Keynes…Stabilizing expectations at the zero lower bound: Experimental evidence (2017)Stabilizing expectations at t…Can firms see into the future? Survey evidence from Germany (2017)Can firms see into the future…Booms, busts and behavioural heterogeneity in stock prices (2017)Booms, busts and behavioural …Adaptive expectations versus rational expectations: Evidence from the lab (2017)Adaptive expectations versus …Monetary Policy Under Behavioral Expectations: Theory and Experiment (2015)Monetary Policy Under Behavio…Two centuries of trend following (2014)Two centuries of trend follow…Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price (2013)Super-exponential bubbles in …Low Risk and High Return – Affective Attitudes and Stock Market Expectations (2013)Low Risk and High Return – Af…Learning to forecast the exchange rate: Two competing approaches (2012)Learning to forecast the exch…Individual Expectations, Limited Rationality and Aggregate Outcomes (2012)Individual Expectations, Limi…The Importance of Time-Series Extrapolation for Macroeconomic Expectations (2011)The Importance of Time-Series…Positive expectations feedback experiments and number guessing games as models of financial markets (2010)Positive expectations feedbac…Complex Evolutionary Systems in Behavioral Finance (2008)Complex Evolutionary Systems …Coordination of Expectations in Asset Pricing Experiments (2003)Coordination of Expectations …Asset Prices in an Exchange Economy (1978)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Disagreement and the Stock Market (2007)Ambiguity, Information Quality, and Asset Pricing (2008)Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly (2010)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)Investor attention, overconfidence and category learning (2006)Retail Investor Sentiment and Return Comovements (2006)The Behavior of Individual Investors (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1985Asset Bubbles and Overlapping Generations853 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation804 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • Cited by

    • 2003Coordination of Expectations in Asset Pricing Experiments108 cited
    • 2014Two centuries of trend following90 cited
    • 2013Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price82 cited
    • 2017Booms, busts and behavioural heterogeneity in stock prices81 cited
    • 2017Can firms see into the future? Survey evidence from Germany57 cited
    • 2017Stabilizing expectations at the zero lower bound: Experimental evidence53 cited
    • 2008Complex Evolutionary Systems in Behavioral Finance49 cited
    • 2013Low Risk and High Return – Affective Attitudes and Stock Market Expectations48 cited
    • 2011The Importance of Time-Series Extrapolation for Macroeconomic Expectations46 cited
    • 2010Positive expectations feedback experiments and number guessing games as models of financial markets46 cited
    • 2012Learning to forecast the exchange rate: Two competing approaches44 cited
    • 2018Levels of Reasoning in Keynesian Beauty Contests: A Generative Framework43 cited
    • 2017Adaptive expectations versus rational expectations: Evidence from the lab40 cited
    • 2015Monetary Policy Under Behavioral Expectations: Theory and Experiment39 cited
    • 2012Individual Expectations, Limited Rationality and Aggregate Outcomes36 cited
    • 2020Experience Does Not Eliminate Bubbles: Experimental Evidence34 cited