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


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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.

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Publication's profile

Status of publication Published
Affiliation External
Type of publication Journal article
Journal Journal of Behavioral and Experimental Finance
Language English
Title oTree: The bubble game
Volume 22
Year 2019
Page from 3
Page to 6
Reviewed? Y
URL https://api.elsevier.com/content/article/PII:S2214635018301928?httpAccept=text/xml
DOI http://dx.doi.org/10.1016/j.jbef.2018.12.001
Open Access N

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Huber, Christoph (Details)
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Institute for Markets and Strategy IN (Details)
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