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Credit provision and stock trading: Evidence from the South Sea bubble

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  • Braggion, Fabio

    (Tilburg University, School of Economics and Management)

  • Frehen, Rik

    (Tilburg University, School of Economics and Management)

  • Jerphanion, Emiel

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Braggion, Fabio & Frehen, Rik & Jerphanion, Emiel, 2023. "Credit provision and stock trading: Evidence from the South Sea bubble," Other publications TiSEM 314d080e-d48e-40cf-9334-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:314d080e-d48e-40cf-9334-4f532f4ba86c
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    References listed on IDEAS

    as
    1. Annamaria Lusardi & Olivia S. Mitchell, 2014. "The Economic Importance of Financial Literacy: Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 5-44, March.
    2. Pastor, Lubos & Veronesi, Pietro, 2006. "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 61-100, July.
    3. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-2753, October.
    4. Goetzmann, William N. & Massa, Massimo, 2002. "Daily Momentum and Contrarian Behavior of Index Fund Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(3), pages 375-389, September.
    5. Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
    6. Mishkin, F S., 2008. "How should we respond to asset price bubbles?," Financial Stability Review, Banque de France, issue 12, pages 65-74, October.
    7. Bige Kahraman & Heather E. Tookes, 2017. "Trader Leverage and Liquidity," Journal of Finance, American Finance Association, vol. 72(4), pages 1567-1610, August.
    8. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2016. "Editor's Choice Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," The Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1635-1670.
    9. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," Working Papers 1398, Princeton University, Department of Economics, Econometric Research Program..
    10. Garber, Peter M, 1990. "Famous First Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 35-54, Spring.
    11. Paul Harrison, 2001. "Rational Equity Valuation at the Time of the South Sea Bubble," History of Political Economy, Duke University Press, vol. 33(2), pages 269-281, Summer.
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    Cited by:

    1. Nicole Branger & Mark Trede & Bernd Wilfling, 2024. "Extracting stock-market bubbles from dividend futures," CQE Working Papers 10724, Center for Quantitative Economics (CQE), University of Muenster.

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