(A)symmetric information bubbles: Experimental evidence

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2020
Volume: 110
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Asymmetric information has explained the existence of a bubble in extant theoretical models. This study experimentally analyzes traders’ choices with and without asymmetric information based on the riding-bubble model. We show that traders tend to hold a bubble asset for longer, thereby expanding the bubble in a market with symmetric, rather than asymmetric, information. However, when traders are more experienced, the size of the bubble decreases, in which case bubbles do not arise with symmetric information. By contrast, the size of the bubble is stable in a market with asymmetric information.

Technical Details

RePEc Handle
repec:eee:dyncon:v:110:y:2020:i:c:s0165188919301435
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24