Results 91 to 100 of about 769,865 (316)
Option Pricing in Illiquid Markets with Jumps [PDF]
arXiv, 2019 The classical linear Black--Scholes model for pricing derivative securities is a popular model in financial industry. It relies on several restrictive assumptions such as completeness, and frictionless of the market as well as the assumption on the underlying asset price dynamics following a geometric Brownian motion.
arxiv
Thar she bursts - Reducing confusion reduces bubbles [PDF]
To explore why bubbles frequently emerge in the experimental asset market model of Smith, Suchanek and Williams (1988), we vary the fundamental value process (constant or declining) and the cash-to-asset value-ratio (constant or increasing).
Juergen Huber +2 more
core
The Bubble Game: A classroom experiment [PDF]
, 2016 We propose a simple classroom experiment on speculative bubbles: the Bubble Game. This game is useful to discuss about market efficiency and trading strategies in a financial economics course, and about behavioral aspects in a game theory course, at all ...
Moinas, Sophie, Pouget, Sébastien
core +3 more sources
Upscaling Perovskite Photovoltaics: from 156 cm2 Modules to 0.73 M2 Panels
Advanced Science, EarlyView.From lab to sunlight: perovskite photovoltaics are scaled from 156 cm² large area modules to 0.73 m² panels. With 17.68% efficiency at module level and a stron 12% PCE in outdoor conditions, this advance represents a significant step toward real‐world deployment, paving the way from innovation to practical application.
Hafez Nikbakht +13 more
wiley +1 more source
The Boats That Did Not Sail: Asset Price Volatility and Market Efficiency in a Natural Experiment
, 2009 What explains short-term fluctuations of stock prices? This paper exploits a natural experiment from the 18th century in which information flows were regularly interrupted for exogenous reasons.
Peter Koudijs
semanticscholar +1 more source
Evaluation Periods and Asset Prices in a Market Experiment [PDF]
We test whether the frequency of feedback information about the performance of an investment portfolio and the flexibility with which the investor can change it influence her risk attitude in markets.In line with the prediction of Myopic Loss Aversion ...
Gneezy, U., Kapteyn, A., Potters, J.J.M.
core +1 more source
Anxiety and Learning in Dynamic and Static Clock Game Experiments [PDF]
, 2010 In clock games, agents receive differently-timed private signals when an asset value is above its fundamental. The price crashes to the fundamental when K of N agents have decided to sell.
Camerer, Colin F. +2 more
core +1 more source
Advanced Science, EarlyView.A highly efficient extracorporeal device for treating bacteremia is developed by integrating microfluidic bacterial margination and engineered cell‐depleted thrombi strategically constructed in the device. The rodent models, severely infected with antibiotic‐resistant bacteria, recover from bacteremia after two subsequent extracorporeal blood ...
Bong Hwan Jang +4 more
wiley +1 more source
Bubbles and Information in Continuous Double Auction and Call Market: An Experiment
, 2017 To assess the effects of informational asymmetry among traders and of type of market institution on the emergence of price bubbles in asset markets, we investigate price dynamics in experimental markets not only under continuous double auctions (CDAs ...
Hiromine Sakurai, E. Akiyama
semanticscholar +1 more source
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator [PDF]
We study with the help of a laboratory experiment the conditions under which an uninformed manipulator - a robot trader that unconditionally buys several shares of a common value asset in the beginning of a trading period and unwinds this position later ...
Helena Veiga, Marc Vorsatz
core