Huber, Christoph. 2019. oTree: The bubble game. Journal of Behavioral and Experimental Finance. 22 3-6.

RIS

@ARTICLE{Huber2019,
title = {oTree: The bubble game},
author = {Christoph Huber},
year = {2019},
doi = {http://dx.doi.org/10.1016/j.jbef.2018.12.001},
url = {https://api.elsevier.com/content/article/PII:S2214635018301928?httpAccept=text/xml},
volume = {22},
language = {EN},
pages = {3-6},
journal = {Journal of Behavioral and Experimental Finance},
abstract = {Bubbles and speculative behavior have been documented in real-world and experimental asset markets alike. Moinas and Pouget (2013) introduce the bubble game representing a sequential market with both bubble and no-bubble equilibria, in which speculative behavior can be analyzed using concepts from game theory. This article presents a ready-to-use software application for oTree (Chen et al., 2016) which allows to easily conduct the game in various settings within a modern web-programming framework. Researchers can adapt the game to their needs in a straightforward way by modifying thoroughly-documented variables in a single file. The software module supports responsive graphical designs and is prepared for multilingual use on any device with a web browser, allowing the implementation in the field, the laboratory, the classroom, or online.},
}