The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets

A-Tier
Journal: Journal of Finance
Year: 2006
Volume: 61
Issue: 3
Pages: 1119-1157

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

A series of experiments illustrate that relaxing short‐selling constraints lowers prices in experimental asset markets, but does not induce prices to track fundamentals. We argue that prices in experimental asset markets are influenced by restrictions on short‐selling capacity and limits on the cash available for purchases. Restrictions on short sales in the form of cash reserve requirements and quantity limits on short positions behave in a similar manner. A simulation model, based on DeLong et al. (1990), generates average price patterns that are similar to the observed data.

Technical Details

RePEc Handle
repec:bla:jfinan:v:61:y:2006:i:3:p:1119-1157
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25