Stock market participation and endogenous boom-bust dynamics

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 148
Issue: C
Pages: 72-75

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a model in which stock market participation depends on current market movements and on the fundamental state of the market. Our model explains empirical and experimental evidence according to which increasing (decreasing) stock market participation amplifies bubbles (crashes).

Technical Details

RePEc Handle
repec:eee:ecolet:v:148:y:2016:i:c:p:72-75
Journal Field
General
Author Count
2
Added to Database
2026-01-29