Market Panics, Frenzies, and Informational Efficiency: Theory and Experiment

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2020
Volume: 12
Issue: 3
Pages: 76-115

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

In a market rush, the fear of future adverse price movements causes traders to trade before they become well informed, reducing the informational efficiency of the market. I derive theoretical conditions under which market rushes are equilibrium behavior and study how well these conditions organize trading behavior in a laboratory implementation of the model. Market rushes, including both panics and frenzies, occur more frequently when predicted by theory. However, subjects use commonly discussed, momentum-like strategies that lead to informational losses not predicted by theory, suggesting that these strategies may exacerbate both the occurrence and consequences of panics and frenzies.

Technical Details

RePEc Handle
repec:aea:aejmic:v:12:y:2020:i:3:p:76-115
Journal Field
General
Author Count
1
Added to Database
2026-01-25