NYU Faculty Digital Archive
metadata only
Shakeouts and Market Crashes
Stock-market crashes tend to follow run-ups in prices. These episodes look like bubbles that gradually inflate and then suddenly burst. We show that such bubbles can form in a Zeira-Rob type of model in which demand size is uncertain. Two conditions are sufficient for this to happen: A declining haz
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Media Frenzies in Markets for Financial Information#942741
- "Price Barriers" and the Dynamics of Asset Prices in Equilibrium#942397
- Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles#1011942
- The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal#1050931
- Hot Markets, Investor Sentiment, and IPO Pricing#942618
Record · ID 942740
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive