THE BOY WHO CRIED BUBBLE: PUBLIC WARNINGS AGAINST RIDING BUBBLES.

Attempts by governments to stop bubbles by issuing warnings seem unsuccessful. This article examines the effects of public warnings using a simple model of riding bubbles. We show that public warnings against a bubble can stop it if investors believe that a warning is issued in a definite range of p...

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Publicado en:Economic Inquiry Vol. 52; no. 3; pp. 1137 - 1153
Autores principales: ASAKO, YASUSHI, UEDA, KOZO
Formato: Artículo
Publicado: Wiley-Blackwell Jul2014
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: THE BOY WHO CRIED BUBBLE: PUBLIC WARNINGS AGAINST RIDING BUBBLES.
      aug:
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          ASAKO, YASUSHI
          UEDA, KOZO
        affil:
          Assistant Professor, School of Political Science and Economics, Waseda University, Tokyo 169 ‐ 8050, Japan Phone 81 ‐ 3 ‐ 3203 ‐ 9065, Fax 81 ‐ 3 ‐ 3204 ‐ 8957
          Associate Professor, School of Political Science and Economics, Waseda University, Tokyo 169 ‐ 8050, Japan Phone 81-3-3208-0423, Fax 81-3-3204-8957
      su:
        Stock market bubbles
        Information asymmetry
        Economic forecasting
        Economic models
        Economic bubbles
        Decision making in economic policy
        Warnings
        Investment policy
      sug:
        subj:
          Stock market bubbles
          Information asymmetry
          Economic forecasting
          Economic models
          Economic bubbles
          Decision making in economic policy
          Warnings
          Investment policy
      ab: Attempts by governments to stop bubbles by issuing warnings seem unsuccessful. This article examines the effects of public warnings using a simple model of riding bubbles. We show that public warnings against a bubble can stop it if investors believe that a warning is issued in a definite range of periods commencing around the starting period of the bubble. If a warning involves the possibility of being issued too early, regardless of the starting period of the bubble, it cannot stop the bubble immediately. Bubble duration can be shortened by a premature public warning, but lengthened if it is late.( JEL D82, E58, G18)
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    language: English
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