The Bubble Game : An experimental Study of Speculation (An earlier version of this paper was circulated under the title "The Rational and Irrational Bubbles : an Experiment")

62 citations recorded by the source corpus.

Citations in the corpus

Need for Speed? Exchange Latency and Liquidity (2016, unknown): “HFTs are risk-averse with piece-wise linear utility (Moinas and Pouget, 2013): UHFT (x) = γx1x 0 + x1x≥0, (1) HFTs choose between two strategies: 1.1 High-frequency market maker (HFM) 1.2 High-frequency bandit (HFB) HFTs have an inventory constraint of one unit (long/short).”
Cooperation in the Finitely Repeated Prisoner's Dilemma (2018, unknown): “In the context of speculative asset market bubbles, Moinas & Pouget (2013) show that increasing the number of steps of iterated reasoning needed to rule out the bubble increases the probability that a bubble will emerge.”