Conditions for bubbles to arise under heterogeneous beliefs
Author:
Affiliation:
1. Department of Statistics, Columbia University, 1255 Amsterdam Avenue, New York, NY, USA
2. Department of Mathematical Sciences, Seoul National University, 1, Gwanak-ro, Gwanak-gu, Seoul, Republic of Korea
Funder
National Research Foundation of Korea
Ministry of Education
Seoul National University, South Korea
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.1990376
Reference15 articles.
1. Analyst Behavior Following IPOs: The “Bubble Period” Evidence
2. bubbles
3. Asset price bubbles from heterogeneous beliefs about mean reversion rates
4. Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates
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