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Record W2096549894

Eliminating Laboratory Asset Bubbles by Paying Interest on Cash

2012· preprint· en· W2096549894 on OpenAlex
Giovanni Giusti, Janet Hua Jiang, Yiping Xu

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueMunich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2012
Typepreprint
Languageen
FieldSocial Sciences
TopicExperimental Behavioral Economics Studies
Canadian institutionsBank of Canada
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsAsset (computer security)DividendEconomicsValue (mathematics)Interest rateCashIntrinsic value (animal ethics)IncentivePresent valueMonetary economicsMicroeconomicsFinancial economicsFinanceMathematics
DOInot available

Abstract

fetched live from OpenAlex

The seminal work of Smith Suchanek and Williams (1988) finds price bubbles are frequently observed in an experimental asset market where a single asset with a finite\nlifetime is traded. Ever since, many studies have been carried out to understand the reason why bubbles occur in such an environment and to find mechanisms to eliminate\nbubbles.In this paper, we introduce an interest-bearing savings account to the experimental asset market. We find bubbles disappear with high interest rates. The effect of\nthe interest rate potentially works in two ways. First, the savings account increases the opportunity cost of buying shares, which in turn, reduces the incentive to speculate and alleviates the “active participation” problem as raised in Lei, Noussair and Plott (2001). Second, fixing the dividend process and terminal value of the asset, the time trend of the fundamental value of the asset becomes positive with a high interest rate. An increasing\nfundamental value is more compatible with subjects’ perception that asset prices tend to be flat or increasing in the long run. Therefore, subjects are more likely to follow the fundamental value when they trade and over-pricing is lessened. To disentangle the effects through the two channels, we run a second set of experiments with high interest rate but a lower terminal value to induce the fundamental value of the asset to decrease over time. Bubbles reappear in these sessions, which suggests the time path of the fundamental value is more important for reducing bubbles.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Qualitative · Consensus signal: Qualitative
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.214
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0020.002
Scholarly communication0.0000.000
Open science0.0020.003
Research integrity0.0000.002
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.054
GPT teacher head0.294
Teacher spread0.240 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it