create a website

How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
In: Papers.
RePEc:arx:papers:0806.2989.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 57

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi.
    In: Papers.
    RePEc:arx:papers:2001.11843.

    Full description at Econpapers || Download paper

  2. Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00997573.

    Full description at Econpapers || Download paper

  3. Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders. (2014). Kaizoji, Taisei ; Sornette, D. ; Saichev, A..
    In: Papers.
    RePEc:arx:papers:1109.4726.

    Full description at Econpapers || Download paper

  4. Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1419.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adam, M. C., Szafarz, A., October 1992. Speculative bubbles and financial markets. Oxford Economic Papers 44 (4), 626-40.

  2. Bikhchandani, S., Hirshleifer, D., Welch, I., 1992. A theory of fads, fashion, custom, and cultural change as informational cascades. The Journal of Political Economy 100 (5), 992-1026.

  3. Blanchard, 0. J., 1979. Speculative bubbles, crashes and rational expectations. Economics Letters 3 (4), 387-389.

  4. Blanchard, 0. J., Watson, M. W., 1982. Bubbles, rational expectations and speculative markets, in Crisis in Economic and Financial Structure: Bubbles, Bursts, and Shocks, P. Wachtel, editor (Lexington Books, Lexington, MA).

  5. Brock, W., Hommes, C., 1999. Rational animal spirits. In: Herings, P.J.J., Laan, van der G., Talman, A.J.J., (eds.), The Theory of Markets, NorthHolland, Amsterdam, 109-137.

  6. Caginalp, G., Porter, D., Smith, V. L., 2001. Financial Bubbles: Excess Cash, Momentum, and Incomplete Information. The Journal of Psychology and Financial Markets 2(2), 80-99.
    Paper not yet in RePEc: Add citation now
  7. Callen, E., Shapero, D., 1974. A theory of social imitation. Physics Today July, 23-28.
    Paper not yet in RePEc: Add citation now
  8. Camerer, C., 1989. Bubbles and fads in asset prices. Journal of Economic Surveys 3 (1), 3-41.

  9. Chaitin, G., 1987. Algorithmic Information Theory, Cambridge Tracts in Theoretical Computer Science. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  10. Challet, D., Marsili, M., Zhang, Y.-C., 2005. Minority Games: Interacting Agents in Financial Markets. Oxford Finance, Oxford University Press, USA.

  11. Chen, J. S., Hong, H. G., Stein, J. C., 2002. Breadth of ownership and stock returns. Journal of Financial Economics 66, 171-205.

  12. Cutler, D. M., Poterba, J. M., Summers, L. H., July 1989. What moves stock prices? Working Paper 2538, National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  13. Dragulescu, A. A., Yakovenko, V. M., 2001. Evidence for the exponential distribution of income in the usa. The European Physical Journal B 20, 585589.

  14. Garber, P., 2000. Famous first bubbles: the fundamentals of early manias. MA, MIT Press.
    Paper not yet in RePEc: Add citation now
  15. Guyon, D., 1965. One Way Pockets, Fraser Pub. Co.; Reproduction of the 1917 edition.
    Paper not yet in RePEc: Add citation now
  16. Johansen, A., Sornette, D., 1998. Stock market crashes are outliers. EUROPEAN PHYSICAL JOURNAL B 1.

  17. Johansen, A., Sornette, D., 2001. Large stock market price drawdowns are outliers. Journal of Risk 4(2), 69-lb.
    Paper not yet in RePEc: Add citation now
  18. Johansen, A., Sornette, D., Ledoit, 0., 1999c. Predicting financial crashes using discrete scale invariance. Journal of Risk 1 No. 4, 5-32.
    Paper not yet in RePEc: Add citation now
  19. Kandel, E., Pearson, N. D., 1995. Differential interpretation of public signals and trade in speculative markets. The Journal of Political Economy 103 (4), 831-872.

  20. Kaufman, G., 2001. Asset Price Bubbles: Implications Monetary and Regulatory Policies (Research in Financial Services: Private and Public Policy). JAI Press.
    Paper not yet in RePEc: Add citation now
  21. Kim, 0., Verrecchia, R., 1991a. Market reaction to anticipated announcements. Journal of Financial Economics 30(2): 273-309.
    Paper not yet in RePEc: Add citation now
  22. Kirman, A., 1997. Vinteraction and markets, g.r.e.q.a.m. 97a02, universite aix-marseille iii.
    Paper not yet in RePEc: Add citation now
  23. Kirman, A., Teyssiere, G., 2002. Micro-economic models for long memory in the volatility of financial time series, in P.J.J. Herings, G. Van der Laan and A.J.J/ Talman (eds.), The theory of Markets, pp. 109-137, North Holland, Amsterdam.

  24. Lei, V., Noussair, C. N., Plott, C. R., 2001. Nonspeculative bubbles in experimental asset markets: Lack of common knowledge of rationality vs. actual irrationality. Econometrica 69 (4), 831-859.

  25. Levine, S. S., Zajac, E. J., 2007. The Institutional Nature of Price Bubbles. SSRN eLibrary.
    Paper not yet in RePEc: Add citation now
  26. Lux, T., Marchesi, M., 1999. Scaling and criticality in a stochastic multi-agent model of a financial market. Nature 397, 498-500.

  27. Lux, T., Marchesi, M., 2000. Volatility clustering in financial markets: a microsimulation of interacting agents. International Journal of Theoretical and Applied Finance 3, 675-702.

  28. Malkiel, B., 1990. A random walk down Wall Street. WW Norton & Company, New York.
    Paper not yet in RePEc: Add citation now
  29. McCoy, B., Wu, T., 1973. The Two-Dimensional Ising Model. Harvard University, Cambridge, Mass.
    Paper not yet in RePEc: Add citation now
  30. Miller, E. M., 1977. Risk, uncertainty, and divergence of opinion. The Journal of Finance 32 (4), 1151-1168.

  31. Montroll, E. W., Badger, W. W., 1974. Introduction to Quantitative Aspects of Social Phenomena. Gordon & Breach Science Pub.
    Paper not yet in RePEc: Add citation now
  32. Ofek, E., Richardson, M., 2003. Dotcom mania: The rise and fall of internet stock prices. Journal of Finance 48, 1113-1137.

  33. Orl
    Paper not yet in RePEc: Add citation now
  34. Orl
    Paper not yet in RePEc: Add citation now
  35. Orl
    Paper not yet in RePEc: Add citation now
  36. Orlean, A., 1989b. Mimetic contagion and speculative bubbles. Theory and Decision 27, 63-93.
    Paper not yet in RePEc: Add citation now
  37. Orlean, A., 1991. Disorder in the stock market (in french). La Recherche 22, 668-672.
    Paper not yet in RePEc: Add citation now
  38. Orlean, A., 1995. Bayesian interactions and collective dynamics of opinion - herd behavior and mimetic contagion. Journal of Economic Behavior & Organization 28, 257-274.

  39. Plerou, V., Gopikrishnan, P., Gabaix, X., Stanley, H. E., Aug 2002. Quantifying stock-price response to demand fluctuations. Phys. Rev. E 66 (2), 027104.

  40. Prange, R. E., Yakovenko, V. M., 2004. Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact. Physica A 344, 227-235.

  41. Roehner, B. M., Sornette, D., 2000. thermometers of speculative frenzy. EUROPEAN PHYSICAL JOURNAL B 16, 729.

  42. Satinover, J. B., Sornette, D., 2008. Illusory versus genuine control in agentbased gamesSubmitted to the Eur. Phys. J. B.
    Paper not yet in RePEc: Add citation now
  43. Satinover, J. B., Sornette, D., Dec. 2007a. Illusion of control in a Brownian game. Physica A Statistical Mechanics and its Applications 386, 339-344.

  44. Satinover, J. B., Sornette, D., Dec. 2007b. Illusion of control in TimeHorizon Minority and Parrondo Games. European Physical Journal B 60, 369-384.
    Paper not yet in RePEc: Add citation now
  45. Sheffrin, H., 2005. A Behavioral Approach to Asset Pricing. Academic Press.
    Paper not yet in RePEc: Add citation now
  46. Shiller, R. J., 1981. Do stock prices move too much to be justified by subsequent changes in dividends? The American Economic Review 71(3), 421436.

  47. Shiller, R., 2000. Irrational Exuberance. Princeton University Press, New York.
    Paper not yet in RePEc: Add citation now
  48. Smith, V. L., Suchanek, G. L., Williams, A. W., 1988. Bubbles, crashes, and endogenous expectations in experimental spot asset markets. Econometrica 56 (5), 1119-1151.

  49. Sornette, D., 2003. Why Stock Markets Crash. Princeton University Press. Princeton, NJ.
    Paper not yet in RePEc: Add citation now
  50. Sornette, D., Andersen, J. V., 2002. A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles. International Journal of Modern Physics C 13, 171-187.

  51. Sornette, D., Zhou, W.-X., 2004. Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market. Physica A 332, 412-440.

  52. Topol, R., 1991. Bubbles and volatility of stock prices: Effect of mimetic contagion. The Economic Journal 101 (407), 786-800.

  53. Veronesi, P., 2000. How does Information Quality Affect Stock Returns? Journal of Finance 55 (2), 807-837.

  54. Wyart, M., Bouchaud, J.-P., May 2007. Self-referential behaviour, overreaction and conventions in financial markets. Journal of Economic Behavior & Organization 63 (1), 1-24.

  55. Zhou, W.-X., Sornette, D., 2006. Is there a real-estate bubble in the us? PHYSICA A 361, 297-308.

  56. Zhou, W.-X., Sornette, D., 2007. Self-fulfilling ising model of financial markets. European Physical Journal B 55, 175.
    Paper not yet in RePEc: Add citation now
  57. Zhou, W.-X., Sornette, D., 2008. Analysis of the real estate market in las vegas: Bubble, seasonal patterns, and prediction of the csw indexes. PHYSICA A 387, 243-260. o 10 ~ 5 -d -5 -10 U

Cocites

Documents in RePEc which have cited the same bibliography

  1. Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711.

    Full description at Econpapers || Download paper

  2. Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:45:y:2022:i:1:p:5-16.

    Full description at Econpapers || Download paper

  3. Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI.
    In: Papers.
    RePEc:arx:papers:1904.05952.

    Full description at Econpapers || Download paper

  4. An analytical review of volatility metrics for bubbles and crashes. (2015). Werner, Richard ; Vogel, Harold L..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:38:y:2015:i:c:p:15-28.

    Full description at Econpapers || Download paper

  5. Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach. (2014). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Venegas-Martinez, Francisco ; Alonso-Rivera, Angelica.
    In: MPRA Paper.
    RePEc:pra:mprapa:56127.

    Full description at Econpapers || Download paper

  6. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Bank of Finland Scientific Monographs.
    RePEc:zbw:bofism:sm2012_047.

    Full description at Econpapers || Download paper

  7. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_047.

    Full description at Econpapers || Download paper

  8. Valuing Homeownership. (2011). Szafarz, Ariane ; Sekkat, Khalid.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:491-504.

    Full description at Econpapers || Download paper

  9. How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:0806.2989.

    Full description at Econpapers || Download paper

  10. Valuing homeownership. (2009). Szafarz, Ariane ; Sekkat, Khalid.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-006.

    Full description at Econpapers || Download paper

  11. A case study of speculative financial bubbles in the South African stock market 2003–2006. (2009). Zhou, Wei-Xing ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:6:p:869-880.

    Full description at Econpapers || Download paper

  12. Bubbles in the Finnish and US equities markets. (2006). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2006_035.

    Full description at Econpapers || Download paper

  13. Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market. (2004). Zhou, Wei-Xing ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:332:y:2004:i:c:p:412-440.

    Full description at Econpapers || Download paper

  14. Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market. (2003). Zhou, Wei-Xing ; W. -X. Zhou, ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0306496.

    Full description at Econpapers || Download paper

  15. “Slimming” of power-law tails by increasing market returns. (2002). Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:309:y:2002:i:3:p:403-418.

    Full description at Econpapers || Download paper

  16. Volatility fingerprints of large shocks: Endogeneous versus exogeneous. (2002). Malevergne, Yannick ; Muzy, J. F. ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0204626.

    Full description at Econpapers || Download paper

  17. Significance of log-periodic precursors to financial crashes. (2001). Sornette, D. ; Johansen, A..
    In: Papers.
    RePEc:arx:papers:cond-mat/0106520.

    Full description at Econpapers || Download paper

  18. Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation. (2001). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0101371.

    Full description at Econpapers || Download paper

  19. Slimming of power law tails by increasing market returns. (2001). Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0010112.

    Full description at Econpapers || Download paper

  20. On Rational Bubbles and Fat Tails. (1999). Lux, Thomas ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/9910141.

    Full description at Econpapers || Download paper

  21. Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach. (1996). Charemza, Wojciech.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:7:y:1996:i:1:p:35-53.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-02 00:51:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.