Effects of recessions on price bubbles within experimental asset markets.

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dc.contributor.advisorAimone, Jason A.
dc.creatorShuda, Ryan, 2001-
dc.date.accessioned2023-11-07T14:22:02Z
dc.date.available2023-11-07T14:22:02Z
dc.date.created2023-05
dc.date.issuedMay 2023
dc.date.submittedMay 2023
dc.date.updated2023-11-07T14:22:02Z
dc.description.abstractThis paper looks at the effects of real-world recessions on price bubbles in asset market experiments with data from Palan (2013). In both non-parametric and random effects tests, recessions are found to increase the size and length of bubbles within these markets. This effect holds across the three recessions that occur in the period that the database covers.
dc.format.mimetypeapplication/pdf
dc.identifier.uri
dc.identifier.urihttps://hdl.handle.net/2104/12504
dc.language.isoEnglish
dc.rights.accessrightsWorldwide access
dc.titleEffects of recessions on price bubbles within experimental asset markets.
dc.typeThesis
dc.type.materialtext
thesis.degree.departmentBaylor University. Dept. of Economics.
thesis.degree.grantorBaylor University
thesis.degree.nameM.S.Eco.
thesis.degree.programEconomics
thesis.degree.schoolBaylor University

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