Effects of recessions on price bubbles within experimental asset markets.

This 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.

Name thesis:degree_name

M.S.

Level thesis:degree_level

Masters

Grantor

Baylor University.

Year dc:date.issued

2023

Author dc:creator

• Shuda, Ryan, 2001-

Advisor dc:contributor.advisor

• Aimone, Jason A.

• Recessions.
• Price bubbles.
• Asset markets.
• Effects.
• Origins.
• Formation.
• Duration.
• Size.
• Result.

Statement dc:rights

• Baylor University works are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. Contact libraryquestions@baylor.edu for inquiries about permission.

Language dc:language.iso

en

Handle dc:identifier.uri

https://hdl.handle.net/2104/12504

OAI identifier oai:identifier

oai:baylor-ir.tdl.org:2104/12504